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
Date:2010
Main Author: Il'inskii, A.
Format: Article
Language:English
Published: Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України 2010
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
id nasplib_isofts_kiev_ua-123456789-106646
record_format dspace
spelling Il'inskii, A.
2016-10-01T16:47:44Z
2016-10-01T16:47:44Z
2010
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.
1812-9471
https://nasplib.isofts.kiev.ua/handle/123456789/106646
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.
I am thankful to G.M. Feldman who attracted my attention to A.M. Kagan's question.
en
Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
Журнал математической физики, анализа, геометрии
On a Question by A.M. Kagan
Article
published earlier
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
title On a Question by A.M. Kagan
spellingShingle On a Question by A.M. Kagan
Il'inskii, A.
title_short On a Question by A.M. Kagan
title_full On a Question by A.M. Kagan
title_fullStr On a Question by A.M. Kagan
title_full_unstemmed On a Question by A.M. Kagan
title_sort on a question by a.m. kagan
author Il'inskii, A.
author_facet Il'inskii, A.
publishDate 2010
language English
container_title Журнал математической физики, анализа, геометрии
publisher Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
format Article
description 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.
issn 1812-9471
url https://nasplib.isofts.kiev.ua/handle/123456789/106646
citation_txt 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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