Independence of linear forms with random coefficients

DOI10.1007/S00440-006-0503-6MaRDI QIDQ866948zbMATH OpenOpenAlexFDO

Authors Gennadiy P. Chistyakov, Friedrich Götze

Publication date 14 February 2007

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-006-0503-6

zbMATH Keywords

Hadamard's factorization theorem

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• A Characterization of the Multivariate Normal Distribution
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• A Property of the Normal Distribution
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• Analytic theory of linear forms of independent random variables
• Extension of darmois-skitcvic theorem to functions of random variables satisfying an addition theorem
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Cited in

(18)

• Analytic theory of linear forms of independent random variables
• On the Skitovich-Darmois theorem for some locally compact abelian groups
• On the Skitovich-Darmois theorem for complex and quaternion random variables
• The Lukacs-King method applied to problems involving linear forms of independent random variables
• On the linear independence of truncated hierarchical generating systems
• Independent linear forms on connected Abelian groups
• The Skitovich-Darmois theorem for locally compact Abelian groups
• Random variables with unsymmetrical linear regressions
• scientific article; zbMATH DE number 3980214 (Why is no real title available?)
• scientific article; zbMATH DE number 4109730 (Why is no real title available?)
• scientific article; zbMATH DE number 1286346 (Why is no real title available?)
• Constraints on distributions imposed by properties of linear forms
• On the Skitovich-Darmois-Ramachandran-Ibragimov theorem for linear forms of Q-independent random sequences
• New Classes of Dependent Random Variables and a Generalization of the Darmois–Skitovich Theorem to Several Forms
• New Classes of Dependent Random Variables and a Generalization of the Darmois–Skitovich Theorem to Several Forms
• A property of linear forms of independent random variables related to uniqueness of linear structure
• An analogue of the Klebanov theorem for locally compact abelian groups
• Characterization of probability distributions on locally compact abelian groups by the property of identical distribution of linear forms with random coefficients

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