On Heyde's theorem for probability distributions on a discrete abelian group (Q1643760): Difference between revisions
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English | On Heyde's theorem for probability distributions on a discrete abelian group |
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On Heyde's theorem for probability distributions on a discrete abelian group (English)
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20 June 2018
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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.
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Heyde theorem
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Gaussian distribution
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discrete abelian group
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Haar distribution
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