A note on random coin tossing

• Autores: Arup Bose, Sreela Gangopadhyay, Alok Goswami
• Localización: Indagationes mathematicae, ISSN 0019-3577, Vol. 18, Nº 3, 2007, págs. 405-416
• Idioma: inglés
• DOI: 10.1016/s0019-3577(07)00015-8
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• Resumen

  • Harris and Keane [Probab. Theory Related Fields 109 (1997) 27-37] studied absolute continuity/singularity of two probabilities on the coin-tossing space, one representing independent tosses of a fair coin, while in the other a biased coin is tossed at renewal times of an independent renewal process and a fair coin is tossed at all other times. We extend their results by allowing possibly different biases at the different renewal times. We also investigate the contiguity and asymptotic separation properties in this kind of set-up and obtain some sufficient conditions.