Isomorphisms between sets of probability distributions
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 4, pp. 861-865
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Some methods permitting the construction of isomorphisms between semigroups of probability distributions (with convolution as group operation) are described, in particular, between the set of all probability distributions on a nonnegative axis and a subset of distributions on nonnegative integers. Analogous isomorphisms for the vector case and for sets of distributions corresponding to nondecreasing processes with independent increments are also described.
Keywords:
semigroups of probability distributions, isomorphisms between sets of distributions.
Mots-clés : nonnegative random variables
Mots-clés : nonnegative random variables
@article{TVP_1999_44_4_a8,
author = {A. M. Zubkov},
title = {Isomorphisms between sets of probability distributions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {861--865},
publisher = {mathdoc},
volume = {44},
number = {4},
year = {1999},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_4_a8/}
}
A. M. Zubkov. Isomorphisms between sets of probability distributions. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 4, pp. 861-865. http://geodesic.mathdoc.fr/item/TVP_1999_44_4_a8/