ABSTRACT

This chapter is devoted to characterization problems. The main em­ phasis is on characterizing distributions,or families of distribution, by properties associated with products of independent random vari­ ables. However, we include some classical characterization results partly for historical reason and partly as tools for making our new characterization results complete. For several extensions and for fur­ ther references we recommend the now classical books by Linnik and Rao [90], Galambos and Kotz [61], Azlarov and Volodin [13] and Kakosyan, Klebanov and Melamed [91]. Several recent conference proceedings and special issues of periodicals also deal with this sub­ ject matter, which we do not include here. These are specified in the subsections of the present chapter.