New Classes of Dependent Random Variables and a Generalization of the Darmois–Skitovich Theorem to Several Forms

DOI10.1137/1133044zbMath0704.62010OpenAlexW1980700981MaRDI QIDQ5899890

Abram M. Kagan

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133044

zbMATH Keywords

linear formsdependent random variablescharacterization of Gaussian distributionsCramer theoremfactorization of characteristic functionsgeneralization of Darmois-Skitovich theorem

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (5)

Transfer theorems in exponential families ⋮ Independence of linear forms with random coefficients ⋮ An extension of the Darmois-Skitovitch theorem to a class of dependent random variables ⋮ Toward the history of the St. Petersburg school of probability and statistics. IV: Characterization of distributions and limit theorems in statistics ⋮ On a generalisation of the Skitovich-Darmois theorem for several linear forms on abelian groups

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