arXiv subjects

Alexander Il'inskii

Publications and source records attributed to Alexander Il'inskii.

2 recordsLinked to original sources

arXiv2018

On Lin's condition for products of random variables with joint singular distribution

Lin's condition is used to establish the moment determinacy/indeterminacy of absolutely continuous probability distributions. Recently, a number of papers related to Lin's condition for functions of random variables have emerged. In this work, Lin's condition is studied for the product of random variables with given densities in the case when their joint distribution is singular.

math.PR↗

arXiv2017

On Lin's condition for products of random variables

The paper presents an elaboration of some results on Lin's conditions. A new proof of the fact that if densities of independent random variables $ξ_1$ and $ξ_2$ satisfy Lin's condition, the same is true for their product is presented. Also, it is shown that without the condition of independence, the statement is no longer valid.

math.PR↗