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Of a11 the characterizations of Ule normal distribution, three landmarks are the theorems of Bernstein and Skitovitch wncerning independence of linear forms and the theorem of Geary concerning inde...
By a classical result of P. Lbvy, the Brownian motion (Btjtb0 on R may be characterized as a continuous process on R such that (B,),,, and (3;-t),,, are martingales. Generalizations of this result ...
We consider questions of characterizing a stochastic process X = (X,,t 2 0) by the properties of the first two conditional moments. Our first result is a new version of the classical P. Levy charac...
This paper characterizes the distributions of power inverse Gaussian and others based on the entropy maximization principle (E.M.P.) and discuss the relationships of these distributions to the log-nor...
This article presents important properties of standard discrete distributions and its conjugate densities. The Bernoulli and Poisson processes are described as generators of such discrete models. A ...

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