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Uncorrelatedness sets of discrete random variables via Vandermonde-type determinants

  • Mehmet Turan EMAIL logo , Sofiya Ostrovska and Ahmet Yaşar Özban
Published/Copyright: December 22, 2019
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Abstract

Given random variables X and Y having finite moments of all orders, their uncorrelatedness set is defined as the set of all pairs (j, k) ∈ ℕ2, for which Xj and Yk are uncorrelated. It is known that, broadly put, any subset of ℕ2 can serve as an uncorrelatedness set. This claim is no longer valid for random variables with prescribed distributions, in which case the need arises so as to identify the possible uncorrelatedness sets. This paper studies the uncorrelatedness sets for positive random variables uniformly distributed on three points. Some general features of these sets are derived. Two related Vandermonde-type determinants are examined and applied to describe uncorrelatedness sets in some special cases.

  1. Communicated by Gejza Wimmer

Acknowledgement

The authors would like to thank the anonymous referees for their valuable suggestions which improved the paper. Also, appreciation to Mr. P. Danesh from Atilim University Academic Writing and Advisory Centre, for improving the presentation of the paper is acknowledged.

References

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Received: 2018-11-29
Accepted: 2019-04-11
Published Online: 2019-12-22
Published in Print: 2019-12-18

© 2019 Mathematical Institute Slovak Academy of Sciences

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