A Noether theorem for random locations
Probability
2018-11-09 v1
Abstract
We propose a unified framework for random locations exhibiting some probabilistic symmetries such as stationarity, self-similarity, etc. A theorem of Noether's type is proved, which gives rise to a conservation law describing the change of the density function of a random location as the interval of interest changes. We also discuss the boundary and near boundary behavior of the distributions of the random locations.
Cite
@article{arxiv.1811.03490,
title = {A Noether theorem for random locations},
author = {Shunlong Luo and Jie Shen and Yi Shen},
journal= {arXiv preprint arXiv:1811.03490},
year = {2018}
}
Comments
26 pages