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Article Citation - WoS: 2Citation - Scopus: 2Sets of Random Variables With a Given Uncorrelation Structure(Elsevier Science Bv, 2001) Ostrovska, SLet 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.Article Citation - WoS: 6Citation - Scopus: 9Stieltjes Classes for M-Indeterminate Powers of Inverse Gaussian Distributions(Elsevier Science Bv, 2005) Ostrovska, S; Stoyanov, JyThe aim of this paper is to exhibit an infinite family (Stieltjes class) of distributions all of which have the same moments as some powers of the inverse Gaussian distribution. For some particular cases of Stieltjes classes we have found the value of the index of dissimilarity. (C) 2004 Elsevier B.V. All rights reserved.
