Perfect i.i.d Processes

Basu, Pathikrit (2022) Perfect i.i.d Processes. Asian Journal of Probability and Statistics, 18 (2). pp. 41-45. ISSN 2582-0230

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Abstract

This note proves a theorem about i.i.d. i.e. independent and indentically distributed processes, when the index space is a measure space. The statement of the problem corresponding to the theorem proved in this paper appears in [1], in which the concept of a sample distribution limit corresponds to the concept of a perfect i.i.d process in this paper.
Theorems proved in this theme, regarding existing and non-existence, have been shown in the economics literature, when the index set is [0; 1], in [2], [3], [4], [5]. The approach taken in this
paper is perhaps, surprisingly elementary. We may apply standard measure extension theorems to show existence. These may be found in [6], [7].

Item Type: Article
Subjects: Science Repository > Mathematical Science
Depositing User: Managing Editor
Date Deposited: 11 Jan 2023 07:36
Last Modified: 04 Mar 2024 03:42
URI: http://research.manuscritpub.com/id/eprint/1325

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