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Linear Forms in Random Variables Defined on a Homogeneous Markov Chain

  • Conference paper
The First Pannonian Symposium on Mathematical Statistics

Part of the book series: Lecture Notes in Statistics ((LNS,volume 8))

Abstract

The following classical result of Go Darmois and V.P. Skitovich ([4], 97; [6] 75 ) is well-known.

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References

  1. Gyires, B. Constant regression of quadratic statistics on the sum of random variables defined on a Markov chaino Festschrift volume dedicated to E. lukács. 1981.

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  2. Gyires, B. On an extension of the Marcinkiewicz theorem. J. Multivar. Anal.

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  3. Gyires, B. Eine Verallgemeinerung des zentralen Grenswertsatzes. Acta Math. Acad. Sci. Hung., XIII (1956), 69–30.

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  4. Linnik, Yu. V. Decomposition of probability distributions. Oliver and Boyd Ltd, Edinburgh and London, 1964.

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  5. Lukács, E. Characteristic functions. Griffin, London, 1960.

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  6. Lukács, E. and Laha, R. G, Applications of characteristic functions. Hafner Publ. Co., New lork, 1961.

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Authors and Affiliations

  1. Kossuth L. University of Debrecen, Hungary

    Béla Gyires

Authors
  1. Béla Gyires
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© 1981 Springer-Verlag New York Inc.

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Gyires, B. (1981). Linear Forms in Random Variables Defined on a Homogeneous Markov Chain. In: The First Pannonian Symposium on Mathematical Statistics. Lecture Notes in Statistics, vol 8. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-5934-3_11

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  • DOI: https://doi.org/10.1007/978-1-4612-5934-3_11

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-90583-9

  • Online ISBN: 978-1-4612-5934-3

  • eBook Packages: Springer Book Archive

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