Hostname: page-component-586b7cd67f-tf8b9 Total loading time: 0 Render date: 2024-11-27T13:04:07.135Z Has data issue: false hasContentIssue false

Random variables with unsymmetrical linear regressions

Published online by Cambridge University Press:  24 October 2008

J. F. C. Kingman
Affiliation:
Mathematical Institute, University of Oxford

Extract

In § 33 of [2], Professor Williams asks whether there are L1 random variables† X, Y, Z (not identically zero) such that

Type
Research Article
Copyright
Copyright © Cambridge Philosophical Society 1985

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

[1]Williams, D. Some basic theorems on harnesses. In Stochastic Analysis, ed. Kendall, D. G. and Harding, E. F. (Wiley, 1973).Google Scholar
[2]Williams, D.. Diffusions, Markov Processes and Martingales (Wiley, 1979).Google Scholar