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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

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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