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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. LOMI, 1976 Volume 61, Pages 5–16 (Mi znsl2053)

This article is cited in 5 papers

Stability of the characterization of the multivariate normal distribution in the Skitovich–Darmois theorem

Yu. R. Gabovich


Abstract: A numerical estimate of stability is obtained in a multidimensional variant of the Skitovich–Darmois theorem when the original random vectors, as well as linear combinations of them, are assumed to be $\varepsilon$-independent.

UDC: 519.2


 English version:
Journal of Soviet Mathematics, 1981, 16:5, 1341–1349

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