On a Question by A.M. Kagan
There is given an example of probability distribution, not having Gaussian components, such that for any two independent identically distributed random variables ξ and η with this distribution and for all a ≠ 0, b ≠ 0 the distribution of the linear form aξ + bη has Gaussian components.
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| Published in: | Журнал математической физики, анализа, геометрии |
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| Date: | 2010 |
| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
2010
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| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/106646 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | On a Question by A.M. Kagan / A. Il'inskii // Журнал математической физики, анализа, геометрии. — 2010. — Т. 6, № 3. — С. 291-294. — Бібліогр.: 1 назв. — англ. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| Summary: | There is given an example of probability distribution, not having Gaussian components, such that for any two independent identically distributed random variables ξ and η with this distribution and for all a ≠ 0, b ≠ 0 the distribution of the linear form aξ + bη has Gaussian components.
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| ISSN: | 1812-9471 |