On Lin's condition for products of random variables with joint singular distribution
Probability
2018-06-21 v1
Abstract
Lin's condition is used to establish the moment determinacy/indeterminacy of absolutely continuous probability distributions. Recently, a number of papers related to Lin's condition for functions of random variables have emerged. In this work, Lin's condition is studied for the product of random variables with given densities in the case when their joint distribution is singular.
Keywords
Cite
@article{arxiv.1806.07646,
title = {On Lin's condition for products of random variables with joint singular distribution},
author = {Alexander Il'inskii and Sofiya Ostrovska},
journal= {arXiv preprint arXiv:1806.07646},
year = {2018}
}