Email this article Representations by uncorrelated random variables
- Authors: Móri T.F.1, Székely G.2,3
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Affiliations:
- Dept. Probab. Theory and Statist.
- Nat. Sci. Foundation
- Rényi Inst. of Math., Hungarian Acad. Sci.
- Issue: Vol 26, No 2 (2017)
- Pages: 149-153
- Section: Article
- URL: https://journal-vniispk.ru/1066-5307/article/view/225790
- DOI: https://doi.org/10.3103/S1066530717020041
- ID: 225790
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Abstract
All multivariate random variables with finite variances are univariate functions of uncorrelated random variables and if the multivariate distribution is absolutely continuous then these univariate functions are piecewise linear. They can be independent of the correlations in the Gaussian case.
About the authors
T. F. Móri
Dept. Probab. Theory and Statist.
Author for correspondence.
Email: mori@math.elte.hu
Hungary, Budapest
G.-J. Székely
Nat. Sci. Foundation; Rényi Inst. of Math., Hungarian Acad. Sci.
Email: mori@math.elte.hu
United States, Arlington, VA; Budapest
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