Prakasa Rao, B. L. S.
(1987)
*Characterization of probability measures by linear functions defined on a homogeneous Markov chain*
Sankhya - Series A, 49
(2).
pp. 199-206.
ISSN 0581-572X

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Official URL: http://www.jstor.org/pss/25050642

## Abstract

Let ζ_{1}, ζ_{2}, ζ_{3} be three independent random variables and Z_{1} = ζ_{1}−ζ_{2} and Z_{2} = ζ_{2}−ζ_{3}. It is known that if the characteristic function of (Z_{1}, Z_{2}) does not vanish, then the distribution of (Z_{1}, Z_{2}) determines those of ζ_{1}, ζ_{2}, ζ_{3} up to a possible change in location. Generalizations of this result, to random variables ζ_{1},..., ζ_{n} defined on a homogeneous Markov chain is the sense of Gyires, are obtained.

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Deposited On: | 07 Dec 2011 05:34 |

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