A characterization of probability distributions by moments of sums of independent random variables

DOI10.1007/BF02213367zbMath0925.62056MaRDI QIDQ1314315

Michael Braverman

Publication date: 30 August 1999

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

A characterization of the normal distribution by the independence of a pair of random vectors

Cites Work

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• On moment conditions for normed sums of independent variables and martingale differences
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$

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