Reconstruction of probabilistic characteristics of multivariate random functions from their projectionsстатья
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Аннотация:The sufficient conditions of the univalent recognition of the distribution of the random function with finite or denumerable set of states on the distribution of its projections are obtained. It is shown that there is a wide class of random functions, when probabilistic characteristics of the two-dimensional random function can be completely restored if probabilistic characteristics of some projection set are completely known. The examples of random functions, whose dispersions can not be identically restored on projection dispersion values, are presented.