On possible dependence structures of a set of random variables |
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| Authors: | Mladen Kovačević Vojin Šenk |
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| Affiliation: | 1.Department of Electrical Engineering, Faculty of Technical Sciences,University of Novi Sad,Novi Sad,Serbia |
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| Abstract: | We give a constructive proof of existence of random vectors and discrete-time random processes with arbitrary nonsingular marginal distributions and arbitrary dependence structure. A corollary of this fact regarding Gaussian distributions is also established, as well as some abstract properties of dependence structures. |
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