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arxiv: 1608.03784 · v2 · pith:ZPKYLY4Onew · submitted 2016-08-12 · 🧮 math.PR · math.ST· stat.TH

Cameron-Martin theorems for sequences of symmetric Cauchy-distributed random variables

classification 🧮 math.PR math.STstat.TH
keywords sequencerandomsequencesvariablescauchy-distributedequivalencelocationparameters
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Given a sequence of Cauchy-distributed random variables defined by a sequence of location parameters and a sequence of scale parameters, we consider another sequence of random variables that is obtained by perturbing the location or scale parameter sequences. Using a result of Kakutani on equivalence of infinite product measures, we provide sufficient conditions for the equivalence of laws of the two sequences.

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