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Remarks on properties of probability distributions determined by conditional moments
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  • Published: March 1988

Remarks on properties of probability distributions determined by conditional moments

  • Włodzimierz Bryc1 

Probability Theory and Related Fields volume 78, pages 51–62 (1988)Cite this article

Summary

In this paper we consider some properties of rotation — invariant distributions onR n, which are determined by a form of conditional moment of order α>0. In particular we prove that the Gaussian distribution is determined uniquely by its conditional moments and we investigate the related question of finiteness of exponential moments. The case of general α>0 appears to be more difficult to analyze than the case α=2, studied previously by other authors.

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Authors and Affiliations

  1. Department of Mathematical Sciences, University of Cincinnati, 45221-0025, Cincinnati, OH, USA

    Włodzimierz Bryc

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  1. Włodzimierz Bryc
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Bryc, W. Remarks on properties of probability distributions determined by conditional moments. Probab. Th. Rel. Fields 78, 51–62 (1988). https://doi.org/10.1007/BF00718034

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  • Received: 20 August 1987

  • Issue Date: March 1988

  • DOI: https://doi.org/10.1007/BF00718034

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Keywords

  • Gaussian Distribution
  • Probability Distribution
  • Stochastic Process
  • Probability Theory
  • Mathematical Biology
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