On Lin’s Condition for Products of Random Variables
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Date
2019
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Publisher
B. I. Verkin Institute for Low Temperature Physics and Engineering
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Abstract
The paper presents an elaboration of some results on Lin’s conditions. A new proof is given to the fact that if densities of independent random variables ξ 1 and ξ 2 satisfy Lin’s condition, then the same is true for their product. Also, it is shown that without the condition of independence, the statement is no longer valid. © Alexander Il’inskii and Sofiya Ostrovska, 2019.
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Keywords
Absolutely continuous distribution, Lin’s condition, Random variable
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Citation
WoS Q
Q4
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Q4
Source
Journal of Mathematical Physics, Analysis, Geometry
Volume
15
Issue
1
Start Page
79
End Page
85