On the Connection between Two Characteristics of Dependence of Gaussian Random Vectors

DOI10.1137/1115034zbMath0227.60008OpenAlexW2006922165MaRDI QIDQ5634650

I. A. Ibragimov, Yu. A. Rozanov

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1137/1115034

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability distributions: general theory (60E05)

Related Items (2)

Equivalent measures of dependence ⋮ On the measures induced on L\(_2\) by a stochastic process

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