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On Characterization of Distributions of Symmetrically Dependent Random Variables

Publication at Faculty of Mathematics and Physics |
2020

Abstract

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 ones are given. Some variants of the Linnik and Polya theorems are given.