Remarks on properties of probability distributions determined by conditional moments

DOI10.1007/BF00718034zbMath0627.62053OpenAlexW157619803MaRDI QIDQ1092557

Wlodzimierz Bryc

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00718034

zbMATH Keywords

spherically symmetric distributionscharacterization of normal distribution

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Distribution theory (60E99)

Related Items (2)

Elliptically contoured random variables and their application to the extension of the Kalman filter ⋮ Remarks on characterization of normal and stable distributions

Cites Work

• On the theory of elliptically contoured distributions
• Characterizations of probability distributions. A unified approach with an emphasis on exponential and related models
• Can the first two conditional moments identify a mean square differentiable process?
• On a stochasticprocess determined by the conditional expectation and the conditionalvariance
• A characterization of the poisson process by conditional moments
• An “alternierende Verfahren” for general positive operators
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