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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 1, Pages 141–143
(Mi tvp694)
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This article is cited in 21 scientific papers (total in 21 papers)
Short Communications
Remarks on Uncorrelated Gaussian Dependent Random Variables
O. V. Sarmanov Moscow
Abstract:
Formula (3) of the present paper gives a general example of two uncorrelated Gaussian dependent random variables with non-Gaussian joint distribution. In this formula $\varphi(x)$ is a bounded even real valued function defined on the real line such that $\frac1{\sqrt{2\pi}}\int_{-\infty}^\infty\varphi(x)e^{-x^2/2}\,dx=0$, $h$ is equal to $\sup_{-\infty<x<\infty}|\varphi(x)|$ and $-1\le\lambda\le1$.
Received: 28.08.1965
Citation:
O. V. Sarmanov, “Remarks on Uncorrelated Gaussian Dependent Random Variables”, Teor. Veroyatnost. i Primenen., 12:1 (1967), 141–143; Theory Probab. Appl., 12:1 (1967), 124–126
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