On the characterization of distributions of symmetric dependent random variables
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 26, Tome 466 (2017), pp. 81-95 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

Characterizations of scale mixtures of normal, stable and some other laws are obtained in the case of symmetrically dependent random variables. Symmetrically dependent random variables are studied for a special case of scale dependence. Conditions of unique (and nonunique) representation of a sequence of random variables as that of symmetrically dependent are given. Some variants of Linnik and Polya Theorems are given.
@article{ZNSL_2017_466_a5,
     author = {I. V. Volchenkova and L. B. Klebanov},
     title = {On the characterization of distributions of symmetric dependent random variables},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {81--95},
     year = {2017},
     volume = {466},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a5/}
}
TY  - JOUR
AU  - I. V. Volchenkova
AU  - L. B. Klebanov
TI  - On the characterization of distributions of symmetric dependent random variables
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2017
SP  - 81
EP  - 95
VL  - 466
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a5/
LA  - ru
ID  - ZNSL_2017_466_a5
ER  - 
%0 Journal Article
%A I. V. Volchenkova
%A L. B. Klebanov
%T On the characterization of distributions of symmetric dependent random variables
%J Zapiski Nauchnykh Seminarov POMI
%D 2017
%P 81-95
%V 466
%U http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a5/
%G ru
%F ZNSL_2017_466_a5
I. V. Volchenkova; L. B. Klebanov. On the characterization of distributions of symmetric dependent random variables. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 26, Tome 466 (2017), pp. 81-95. http://geodesic.mathdoc.fr/item/ZNSL_2017_466_a5/

[1] N. I. Akhiezer, Klassicheskaya problema momentov i nekotorye voprosy analiza, svyazannye s neyu, Gosudarstvennoe izdatelstvo fiziko-matematicheskoi literatury, Moskva, 1961 | MR

[2] V. M. Zolotarev, Odnomernye ustoichivye raspredeleniya, Nauka, Moskva, 1983 | MR

[3] A. M. Kagan, Yu. V. Linnik, S. R. Rao, Kharakterizatsionnye zadachi matematicheskoi statistiki, Nauka, Moskva, 1972 | MR

[4] A. V. Kakosyan, L. B. Klebanov, I. A. Melamed, Characterization of Distributions by the Method of Intensively Monotone Operators, Springer-Verlag, Berlin–Heidelberg–New York–Tokyo, 1984 | MR | Zbl

[5] M. G. Krein, “O probleme prodolzheniya ermitovo polozhitelnykh nepreryvnykh funktsii”, Dokl. AN SSSR, 26:1 (1940), 295–302

[6] M. G. Krein, “O logarifme bezgranichno razlozhimoi ermitovo-polozhitelnoi funktsii”, Dokl. AN SSSR, 45:3 (1944), 99–102

[7] M. G. Krein, “O probleme prodolzheniya vintovykh dug v gilbertovom prostranstve”, Dokl. AN SSSR, 45:4 (1944), 4–9

[8] Yu. V. Linnik, Razlozheniya veroyatnostnykh zakonov, LGU, Leningrad, 1960 | MR

[9] G. Polya, “Herleitung des Gauss'schen Fehlergesetzes aus einer Funktionalgleichung”, Math. Zeitschrift, 18 (1923), 96–108 | DOI | MR | Zbl

[10] L. Takach, Kombinatornye metody v teorii sluchainykh protsessov, Mir, Moskva, 1971 | MR