The normal distribution. Characterizations with applications

zbMath0823.62012MaRDI QIDQ1892404

Wlodzimierz Bryc

Publication date: 14 June 1995

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

zbMATH Keywords

stabilitycharacterizationsexponential distributionWiener processGaussian processesintegrabilitycharacteristic functionsconditional momentscentral limit theoremspherically symmetric distributionsGaussian distributionsweak stabilityzero-one lawmeasures of dependencenormal distributionsempirical meanrotation invariant distributionsstability of characterizationMarcinkiewicz theoremLévy's characterization theoremBernstein's characterization theoremcontinuous parameter random fieldsCramer decomposition theoremempirical varianceequidistributed linear formsmultivariate normal random variablesPolya's characterization resultpolynomial biorthogonalityrotation invariance of absolute moments

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Probability distributions: general theory (60E05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Characterization and structure theory of statistical distributions (62E10)

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