Abstract
A class of random vectors (X,Y),X∈ℝj,Y∈ℝk with characteristic functions of the form h(s,t)=f(s)g(t)exp{s'Ct} where C is a (j×k)-matrix and prime stands for transposition is introduced and studied. The class contains all Gaussian vectors and possesses some of their properties. A relation of the class to random vectors with Gaussian components is of a particular interest. The problem of describing all pairs of characteristic functions f(s),g(t) such that h(s,t) is a characteristic function is open.
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