Sign-invariant random variables and stochastic processes with sign-invariant increments

@inproceedings{Berman1965SigninvariantRV,
  title={Sign-invariant random variables and stochastic processes with sign-invariant increments},
  author={Simeon M. Berman},
  year={1965}
}
0. Introduction and summary. The random variables Xx,--,Xk are called sign-invariant if the 2k joint distributions corresponding to the sets (EyXy,---,BkXk), By = + l,---,sk = ± 1, are all the same. An arbitrary family of random variables {X,,teT}, where Tis some index set, is called sign-invariant if every finite subfamily of the family consists of sign-invariant variables. We shall also describe such a family as a "family of sign-invariant random variables." In the special case where the X… CONTINUE READING

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