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Short Communications

On non-degenerate probability distributions in the space $l_p(1\le p<\infty)$

N. N. Vakhania

Tbilisi

Abstract: The definition of non-degeneracy of a probability distribution $\mu$, in the spacе $l_p(1\le p<\infty)$ is given and some properties of a non-degenerate $\mu$ are proved in the following two cases: 1. $\mu$ has the covariance operator, 2. $\mu$ is a normal distribution.

Received: 12.11.1965

 English version: Theory of Probability and its Applications, 1966, 11:3, 463–467

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