Independence of random variables (Q1363275)
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scientific article; zbMATH DE number 1050491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Independence of random variables |
scientific article; zbMATH DE number 1050491 |
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Independence of random variables (English)
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10 February 1998
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The problem of representing a random variable and a random function in terms of independent variables and functions is solved. Such representations for normal distributions are well known and play an important role in solving fundamental questions of linear controllable systems [see \textit{W. Feller}, ``An introduction to probability theory and its applications''. Vol. II (1966; Zbl 0138.10207) and \textit{J. Doob}, ``Stochastic processes'' (1953; Zbl 0053.26802)].
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representations
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linear controllable systems
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0.92643905
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0.89786565
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