Wiley Series in Probability & Mathematical Statistics
2 total works
Choquet-Deny Type Equations with Applications to Probability and Statistics
by C Radhakrishna Rao and D. N. Shanbhag
Published 15 December 1994
Concentrates on solutions of the Integrated Cauchy Functional Equation (ICFE) under different conditions. Demonstrates that results from a variety of characterization problems involving discrete and continuous distributions can be more easily obtained by utilizing the solution of an appropriate ICFE. Discussion of applications of the ICFE in characterizing stochastic models is included, with additional examples from areas such as renewal processes and potential theory.
Characterization Problems in Mathematical Statistics
by A.M. Kagan, etc., IuriiVladimirovich Linnik, and C Radhakrishna Rao
Published December 1973