Abstract

Given any finite set \(\mathcal{F}\) of (n − 1)-dimensional subspaces of ℝn we give examples of nonGaussian probability measures in ℝn whose marginal distribution in each subspace from \(\mathcal{F}\) is Gaussian. However, if \(\mathcal{F}\) is an infinite family of such (n − 1)-dimensional subspaces then such a nonGaussian probability measure in ℝn does not exist.

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