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The correlation between a Gaussian random variable and it'sits multiplication with another random variable

Suppose $X$ is a multivariate Gaussian random variable $X\sim \mathcal{N}\left(0,H\right)$ and we define a new random variable $\eta$ by it'sits multiplication with some anotherother random variable $Y$:, i.e., $\eta = YX$ What.

What should I need to require from $Y$ in order that $\eta$ will be Gaussian but will also be uncorrelated with $X$?

The correlation between Gaussian random variable and it's multiplication with another random variable

Suppose $X$ is multivariate Gaussian random variable $X\sim \mathcal{N}\left(0,H\right)$ and we define a new random variable $\eta$ by it's multiplication with some another random variable $Y$: $\eta = YX$ What should I need to require from $Y$ in order that $\eta$ will be Gaussian but also uncorrelated with $X$?

The correlation between a Gaussian random variable and its multiplication with another random variable

Suppose $X$ is a multivariate Gaussian random variable $X\sim \mathcal{N}\left(0,H\right)$ and we define a new random variable $\eta$ by its multiplication with some other random variable $Y$, i.e., $\eta = YX$.

What should I need to require from $Y$ in order that $\eta$ will be Gaussian but will also be uncorrelated with $X$?

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Carlo Beenakker
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Suppose $X$ is multivariate Gaussian random variable $X\sim \mathcal{N}\left(0,H\right)$ and we define a new random variable $\eta$ by it's multiplication with some another random variable $Y$: $\eta = YX$ What should I need to require from $Y$ in order that $\eta$ will be Gaussian but also uncorrecteduncorrelated with $X$?

Suppose $X$ is multivariate Gaussian random variable $X\sim \mathcal{N}\left(0,H\right)$ and we define a new random variable $\eta$ by it's multiplication with some another random variable $Y$: $\eta = YX$ What should I need to require from $Y$ in order that $\eta$ will be Gaussian but also uncorrected with $X$?

Suppose $X$ is multivariate Gaussian random variable $X\sim \mathcal{N}\left(0,H\right)$ and we define a new random variable $\eta$ by it's multiplication with some another random variable $Y$: $\eta = YX$ What should I need to require from $Y$ in order that $\eta$ will be Gaussian but also uncorrelated with $X$?

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Martin Sleziak
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The Correlationcorrelation between gaussianGaussian random variable and it's multiplication with another random variable

supposeSuppose $X$ is multivariate Gaussian random variable $X\sim \mathcal{N}\left(0,H\right)$ and we define a new random variable $\eta$ by it's multiplication with some another random variable $Y$: $\eta = YX$ What should I need to require from $Y$ in order that $\eta$ will be gaussianGaussian but also uncorrected with $X$?

The Correlation between gaussian random variable and it's multiplication with another random variable

suppose $X$ is multivariate Gaussian random variable $X\sim \mathcal{N}\left(0,H\right)$ and we define a new random variable $\eta$ by it's multiplication with some another random variable $Y$: $\eta = YX$ What should I need to require from $Y$ in order that $\eta$ will be gaussian but also uncorrected with $X$?

The correlation between Gaussian random variable and it's multiplication with another random variable

Suppose $X$ is multivariate Gaussian random variable $X\sim \mathcal{N}\left(0,H\right)$ and we define a new random variable $\eta$ by it's multiplication with some another random variable $Y$: $\eta = YX$ What should I need to require from $Y$ in order that $\eta$ will be Gaussian but also uncorrected with $X$?

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