A note on Gaussian distributions in R^n

DOI10.1007/S12044-012-0099-YMaRDI QIDQ351053zbMATH OpenOpenAlexFDO

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)

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

zbMATH Keywords

characteristic functionGaussian distributionHermite polynomiallinear functionalshomogeneous polynomialnonunimodality

Mathematics Subject Classification ID

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

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.

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• A characterization of multivariate normality through univariate projections
• Normality of Linear Combinations of Non-Normal Random Variables
• On the Determination of the Bivariate Normal Distribution from Distributions of Linear Combinations of the Variables

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