Bryc's random fields: the existence and distributions analysis

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dc.creatorMatysiak, Wojciech
dc.creatorSzabłowski, Paweł J.
dc.date2005-07-14
dc.date2005-07-16
dc.date.accessioned2026-07-07T05:21:43Z
dc.date.available2026-07-07T05:21:43Z
dc.descriptionWe examine problem of existence of stationary random fields with linear regressions and quadratic conditional variances, introduced by Bryc in "Stationary random fields with linear regressions" (Annals of Probability 29, No. 1, 504-519). Distributions of the fields are identified and almost complete description of the possible sets of parameters defining the first two conditional moments is given. This note almost solves Bryc's problem concerning fields undetermined by moments - the only remaining set of parameters for which the existence of Bryc's fields is unclear has Lebesgue measure zero.
dc.description11 pages
dc.identifierhttps://arxiv.org/abs/math/0507296
dc.identifierhttp://arxiv.org/abs/math/0507296
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/75788
dc.subjectProbability
dc.subject60G10;60G12;60J05
dc.titleBryc's random fields: the existence and distributions analysis
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