A note on Gaussian distributions in R^n

DOI10.1007/S12044-012-0099-YzbMATH Open1270.60025arXiv1108.1647OpenAlexW2031509934MaRDI QIDQ351053FDOQ351053

Authors: B. G. Manjunath, K. R. Parthasarathy 

Publication date: 3 July 2013

Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Abstract: Given any finite set F of (n - 1)-dimensional subspaces of R^n we give examples of nongaussian probability measures in R^n whose marginal distribution in each subspace from F is gaussian. However, if F is an infinite family of such (n - 1)-dimensional subspaces then such a nongaussian probability measure in R^n does not exist.

Full work available at URL: https://arxiv.org/abs/1108.1647

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zbMATH Keywords

characteristic functionGaussian distributionHermite polynomiallinear functionalshomogeneous polynomialnonunimodality

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10)

Cites Work

• Title not available (Why is that?)
• On the Determination of the Bivariate Normal Distribution from Distributions of Linear Combinations of the Variables
• Normality of Linear Combinations of Non-Normal Random Variables
• A characterization of multivariate normality through univariate projections

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• Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II
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• A non-Gaussian multivariate distribution with all lower-dimensional Gaussians and related families
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