A stability property for probability measures on Abelian groups (Q1579534): Difference between revisions
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Latest revision as of 09:51, 30 July 2024
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English | A stability property for probability measures on Abelian groups |
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A stability property for probability measures on Abelian groups (English)
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2 September 2001
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A probability measure \(\mu\) on an Abelian locally compact group \(G\) is said to have a trivial equivalence class if it is uniquely defined, up to a shift and a central symmetry, by the modulus of its characteristic function. Let \(\mu_1\) be a probability measure on \(\mathbb R\) whose characteristic function is an entire function of finite order with real zeroes. It is shown that if \(\mu\) has a trivial equivalence class, then the same property holds for \(\mu_1\times \mu\) on \(\mathbb R\times G\). Conditions are found under which similar results are valid with a Gaussian measure on a general group or some measures on \(\mathbb Z\) used instead of a measure on \(\mathbb R\).
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equivalence class of measures
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Gaussian measure
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characteristic function
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