On a decomposition problem for multivariate probability measures
β Scribed by H. Carnal; M. Dozzi
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 639 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
A Markov operator P on a Ο -finite measure space (X, Ξ£, m) with invariant measure m is said to have Krengel-Lin decomposition if and Ξ£ d is the deterministic Ο -field of P . We consider convolution operators and we show that a measure Ξ» on a hypergroup has Krengel-Lin decomposition if and only if t
On an arbitrary LCA group G, let a probability measure 2 have the property that it is uniquely deΓΏned, up to a shift and a central symmetry, by the modulus of its characteristic function. Then, if 1 is a probability measure on R whose characteristic function is an entire function of ΓΏnite order with
## Summu y w e propose a measure of multivariate kurtosis suggested from Mardia's measure of multivariate skewness bi,P, and examine its relstionehip both to Mardia's measure of multivariate kurtosis bzSp, snd to 8 smooth test of multivariate kurtoeis 0;.