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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

 

Uncorrelatedness sets for random variables with given distributions


Author: Sofiya Ostrovska
Journal: Proc. Amer. Math. Soc. 133 (2005), 1239-1246
MSC (2000): Primary 60E05
Published electronically: October 18, 2004
MathSciNet review: 2117227
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Abstract | References | Similar Articles | Additional Information

Abstract: Let $\xi_1$ and $\xi_2$ be random variables having finite moments of all orders. The set

\begin{displaymath}U(\xi_1,\xi_2):=\left\{(j,l)\in {\bf N}^2:{\bf E}\left(\xi_1^... ...{\bf E}\left(\xi_1^j\right){\bf E}\left( \xi_2^l\right)\right\}\end{displaymath}

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.


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Additional Information

Sofiya Ostrovska
Affiliation: Department of Mathematics, Atilim University, 06836 Incek, Ankara, Turkey
Email: ostrovskasofiya@yahoo.com

DOI: http://dx.doi.org/10.1090/S0002-9939-04-07698-1
PII: S 0002-9939(04)07698-1
Keywords: Uncorrelatedness, independence, uncorrelatedness set, quasianalytic class, characteristic function
Received by editor(s): September 22, 2003
Received by editor(s) in revised form: December 22, 2003
Published electronically: October 18, 2004
Communicated by: Richard C. Bradley
Article copyright: © Copyright 2004 American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication.