Uncorrelatedness sets for random variables with given distributions
dc.authorscopusid | 35610828900 | |
dc.authorwosid | Ostrovska, Sofiya/AAA-2156-2020 | |
dc.contributor.author | Ostrovska, Sofiya | |
dc.contributor.other | Mathematics | |
dc.date.accessioned | 2024-07-05T15:09:42Z | |
dc.date.available | 2024-07-05T15:09:42Z | |
dc.date.issued | 2005 | |
dc.department | Atılım University | en_US |
dc.department-temp | Atilim Univ, Dept Math, TR-06836 Ankara, Turkey | en_US |
dc.description.abstract | Let xi(1) and xi(2) be random variables having finite moments of all orders. The set U(xi(1),xi(2)) := {( j, l) is an element of N-2 : E(xi(1)(j)xi(2)(l)) = E(xi(1)(j)) E(xi(2)(l))} is said to be an uncorrelatedness set of xi(1) and xi(2). It is known that in general, an uncorrelatedness set can be arbitrary. Simple examples show that this is not true for random variables with given distributions. In this paper we present a wide class of probability distributions such that there exist random variables with given distributions from the class having a prescribed uncorrelatedness set. Besides, we discuss the sharpness of the obtained result. | en_US |
dc.identifier.citation | 4 | |
dc.identifier.doi | 10.1090/S0002-9939-04-07698-1 | |
dc.identifier.endpage | 1246 | en_US |
dc.identifier.issn | 0002-9939 | |
dc.identifier.issue | 4 | en_US |
dc.identifier.scopus | 2-s2.0-16244414935 | |
dc.identifier.startpage | 1239 | en_US |
dc.identifier.uri | https://doi.org/10.1090/S0002-9939-04-07698-1 | |
dc.identifier.uri | https://hdl.handle.net/20.500.14411/1226 | |
dc.identifier.volume | 133 | en_US |
dc.identifier.wos | WOS:000225945400035 | |
dc.identifier.wosquality | Q2 | |
dc.institutionauthor | Ostrovska, S | |
dc.language.iso | en | en_US |
dc.publisher | Amer Mathematical Soc | en_US |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | uncorrelatedness | en_US |
dc.subject | independence | en_US |
dc.subject | uncorrelatedness set | en_US |
dc.subject | quasianalytic class | en_US |
dc.subject | characteristic function | en_US |
dc.title | Uncorrelatedness sets for random variables with given distributions | en_US |
dc.type | Article | en_US |
dspace.entity.type | Publication | |
relation.isAuthorOfPublication | af5756ab-54dd-454a-ac68-0babf2e35b43 | |
relation.isAuthorOfPublication.latestForDiscovery | af5756ab-54dd-454a-ac68-0babf2e35b43 | |
relation.isOrgUnitOfPublication | 31ddeb89-24da-4427-917a-250e710b969c | |
relation.isOrgUnitOfPublication.latestForDiscovery | 31ddeb89-24da-4427-917a-250e710b969c |