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Preface | ||
Ch. 1 | Probability Tools and Preliminary Results | 1 |
The inversion, uniqueness and continuity theorems for Fourier transforms | 1 | |
Some auxiliary results on probability measures and stochastic processes | 12 | |
Ch. 2 | Simple Integral Equations: Versions of the Integrated Cauchy Functional Equation | 27 |
Lau-Rao-Shanbhag theorems | 28 | |
The partial convolution equation and the Wiener-Hopf factorization | 35 | |
Ch. 3 | A Version of Deny's Theorem and its Extensions: A Martingale Approach | 49 |
Auxiliary lemmas and a symmetric measure | 50 | |
General theorems on the integral equations | 54 | |
A version of Deny's theorem and its extensions | 62 | |
Bernstein's and Bochner's theorems on absolutely monotonic functions | 72 | |
Ch. 4 | Multiple Integral Equations and Stability Theorems | 77 |
Multiple integral equations | 78 | |
Stability theorems | 82 | |
Potential theoretic results: some observations | 97 | |
Ch. 5 | Mean Residual Life Function and Hazard Measure | 103 |
The mean residual life function and its modified versions: univariate case | 104 | |
Hazard measure: univariate case | 113 | |
M.r.l. function and hazard measure: multivariate case | 117 | |
Ch. 6 | Properties Based on Fourier or Mellin Transforms | 133 |
The Dugue and Behboodian problems | 133 | |
Certain characterizations based on sphericity and ellipticity | 141 | |
Stable distributions and related characterizations | 153 | |
Ch. 7 | Damage Models and Partial Independence | 163 |
The Rao-Rubin and Shanbhag theorems and related results | 164 | |
An extended Spitzer integral representation theorem and modified Rao-Rubin conditions | 175 | |
Some characterizations based on partial independence | 186 | |
Ch. 8 | Order Statistics, Record Values and Properties in Applied Probability | 195 |
Characterizations based on order statistics and record values | 195 | |
Characterizations of point processes | 208 | |
Functional equations in applied stochastic processes and related results | 220 | |
Ch. 9 | Characterizations Based on Regression and Related Statistical Properties | 229 |
The Laha-Lukacs result and its variants | 230 | |
Extensions of the Kagan-Linnik-Rao theorem | 246 | |
Characterizations of mixtures based on exchangeability | 258 | |
Further statistical results | 263 | |
Bibliography | 269 | |
Index | 287 |
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Add Choquet-Deny Type Functional Equations with Applications to Scholastic Models: Equations with Applications to Probability & Statistics, The ICFE was originally introduced to characterize a probability distribution by some invariant property under a stochastic change (damage) to the original random variable, and it is a generalization of a certain version of the Choquet-Deny convolution eq, Choquet-Deny Type Functional Equations with Applications to Scholastic Models: Equations with Applications to Probability and Statistics to your collection on WonderClub |