Soit [latin small letter f with hook] une fonction caractéristique indéfiniment divisible de plusieurs variables, sans facteur normal et ayant une mesure de Poisson continue. Dans cet article, sont données quelques conditions suffisantes pour que [latin small letter f with hook] ait un...

Let X1, X2,... be idd random vectors with a multivariate normal distribution N([mu], [Sigma]). A sequence of subsets {Rn(a1, a2,..., an), n = m} of the space of [mu] is said to be a (1 - [alpha])-level sequence of confidence sets for [mu] if P([mu] [set membership, variant] Rn(X1, X2,..., Xn)...

The message m = {m(t)} is a Gaussian process that is to be transmitted through the white Gaussian channel with feedback: . Under the average power constraint, , we construct causally the optimal coding, in the sense that the mutual information It(m, Y) between the message m and the channel...

The main purpose of this paper is threefold: Firstly, the topological support of Gaussian measures on certain locally convex spaces is obtained. Secondly, strongly convergent series expansions of elements in separable Fréchet spaces, related to Gaussian measures, are obtained; this result is...

Multivariate symmetric stable characteristic functions and their properties, as well as conditions for independence and an analogue of the correlation coefficient in bivariate symmetric stable distributions, are discussed.

Salehi and Scheidt [6] have derived several Wold-Cramér concordance theorems for q-variate stationary processes over discrete groups. In this paper we characterize the concordance of the Wold decomposition with respect to families arising in the interpolation problem and the Cramér...

Uniform and nonuniform Berry-Esseen bounds are given for strongly mixing and uniformly mixing stationary sequences of random vectors. The proofs are based on the classical Bernstein procedure.

Let the column vectors of X: p - n be distributed as independent normals with the same covariance matrix [Sigma]. Then, the quadratic form in normal vectors is denoted by XAX' = S, where A: n - n is a symmetric matrix which is assumed to be positive definite. This paper deals with the various...