On Heyde's theorem for probability distributions on a discrete abelian group (Q1643760): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Importer (talk | contribs)
Changed an Item
Property / arXiv ID
 
Property / arXiv ID: 1804.04508 / rank
 
Normal rank

Revision as of 20:21, 18 April 2024

scientific article
Language Label Description Also known as
English
On Heyde's theorem for probability distributions on a discrete abelian group
scientific article

    Statements

    On Heyde's theorem for probability distributions on a discrete abelian group (English)
    0 references
    20 June 2018
    0 references
    By Heyde's theorem (see [the author, Functional equations and characterization problems on locally compact abelian groups. Zürich: European Mathematical Society (EMS) (2008; Zbl 1156.60003)]), a Gaussian distribution on \(\mathbb R\) is characterized by the symmetry of the conditional distribution of one linear form in two independent random variables given another. In this paper, the author proves analogs of this theorem for random variables with values in a countable discrete abelian group \(X\) containing no elements of order 2. Let \(\alpha\) be an automorphism of \(X\). Let \(\xi_1\) and \(\xi_2\) be independent random variables with values in the group \(X\) having distributions \(\mu_1\) and \(\mu_2\). It is proved that the symmetry of the conditional distribution of the linear form \(L_2 = \xi_1 +\alpha \xi_2\) given \(L_1 = \xi_1 +\xi_2\) implies that \(\mu_j\) are shifts of the Haar distribution of a finite subgroup of \(X\) if and only if \(\alpha\) satisfies the condition \(\ker (I +\alpha ) = \{0\}\). Some generalizations of this result are also proved.
    0 references
    Heyde theorem
    0 references
    Gaussian distribution
    0 references
    discrete abelian group
    0 references
    Haar distribution
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references