Sets of Random Variables With a Given Uncorrelation Structure

dc.authorscopusid 35610828900
dc.authorwosid Ostrovska, Sofiya/AAA-2156-2020
dc.contributor.author Ostrovska, S
dc.contributor.other Mathematics
dc.date.accessioned 2024-07-05T15:08:56Z
dc.date.available 2024-07-05T15:08:56Z
dc.date.issued 2001
dc.department Atılım University en_US
dc.department-temp Atilim Univ, Fac Art & Sci, Dept Math, TR-06836 Ankara, Turkey; G Skovoroda State Univ, Kharkov, Ukraine en_US
dc.description.abstract Let xi (1),...,xi (n) be random variables having finite expectations. Denote i(k) := # {(j(1),...,j(k)): 1 less than or equal to j(1) < ... < j(k) less than or equal to n and E (l=1)pi (k) xi (fi) = (l=1)pi (k) E xi (h)}, k = 2,...,n. The finite sequence (i(2),...,i(n)) is called the uncorrelation structure of xi (1),...,xi (n). It is proved that for any given sequence of nonnegative integers (i(2),...,i(n)) satisfying 0 less than or equal to i(k) less than or equal to ((n)(k))and any given nondegenerate probability distributions P-1,...,P-n there exist random variables eta (1),...,eta (n) with respective distributions P-1,...,P-n such that (i(2),...,i(n)) is their uncorrelation structure. (C) 2001 Elsevier Science B.V. All rights reserved. en_US
dc.identifier.citationcount 1
dc.identifier.doi 10.1016/S0167-7152(01)00112-2
dc.identifier.endpage 366 en_US
dc.identifier.issn 0167-7152
dc.identifier.issue 4 en_US
dc.identifier.scopus 2-s2.0-0042409639
dc.identifier.startpage 359 en_US
dc.identifier.uri https://doi.org/10.1016/S0167-7152(01)00112-2
dc.identifier.uri https://hdl.handle.net/20.500.14411/1124
dc.identifier.volume 55 en_US
dc.identifier.wos WOS:000173013400004
dc.identifier.wosquality Q4
dc.institutionauthor Ostrovska, Sofiya
dc.language.iso en en_US
dc.publisher Elsevier Science Bv en_US
dc.relation.publicationcategory Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı en_US
dc.rights info:eu-repo/semantics/closedAccess en_US
dc.scopus.citedbyCount 2
dc.subject independence en_US
dc.subject independence structure en_US
dc.subject uncorrelation structure en_US
dc.title Sets of Random Variables With a Given Uncorrelation Structure en_US
dc.type Article en_US
dc.wos.citedbyCount 2
dspace.entity.type Publication
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relation.isAuthorOfPublication.latestForDiscovery af5756ab-54dd-454a-ac68-0babf2e35b43
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relation.isOrgUnitOfPublication.latestForDiscovery 31ddeb89-24da-4427-917a-250e710b969c

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