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A characterization of Gaussian distribution by the linearity of conditional moments

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Stability Problems for Stochastic Models

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1155))

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References

  1. Kagan A.M., Linnik Yu.V. and Rao C.R. Characterization problems in Mathematical statistics. John Wiley, New York, 1973.

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  2. Lukacs E., Laha R.G. Applications of characteristic functions. London, 1964.

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  3. Hardin C. On the linearity of regression.-Z.Wahrscheinlichkeitstheorie und verw. Gebiete, 1982, v.61, p.293–302.

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  4. Bryc W., Plucińska A.-A characterization of infinite Gaussian sequence by the conditional moments (in print).

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  5. A. Plucińska. On a stochastic process determined by the conditional expectation and the conditional variance.-Stochastics, 1983, v.10, N 2, p.115–129.

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Author information

Authors and Affiliations

  1. Mathematical Institute, Warsaw Technical University, Plac Jedności Robotniczej 1, 00-661, Warszawa, Poland

    Agnieszka Plucińska

Authors
  1. Agnieszka Plucińska
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Vladimir V. Kalashnikov Vladimir M. Zolotarev

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© 1985 Springer-Verlag

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Plucińska, A. (1985). A characterization of Gaussian distribution by the linearity of conditional moments. In: Kalashnikov, V.V., Zolotarev, V.M. (eds) Stability Problems for Stochastic Models. Lecture Notes in Mathematics, vol 1155. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074825

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  • DOI: https://doi.org/10.1007/BFb0074825

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15985-8

  • Online ISBN: 978-3-540-39686-4

  • eBook Packages: Springer Book Archive

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