Characterization of the Gaussian distribution on groups by the independence of linear statistics (Q1813806): Difference between revisions
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Latest revision as of 08:56, 30 July 2024
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English | Characterization of the Gaussian distribution on groups by the independence of linear statistics |
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Characterization of the Gaussian distribution on groups by the independence of linear statistics (English)
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25 June 1992
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\textit{V. P. Skitovich} [Dokl. Akad. Nauk SSSR 89, 217--219 (1953; Zbl 0053.27401)] and \textit{G. Darmois} [Rev. Inst. Int. Stat. 21, 2--8 (1953; Zbl 0051.36003)] proved the theorem: Let \(\xi_1,\ldots,\xi_s\) be independent random variables; if \(\alpha_1\xi_1+\ldots+\alpha_s\xi_s\) and \(\beta_1\xi_1+\ldots+\beta_s\xi_s\) are independent (\(\alpha_i\neq 0\), \(\beta_i\neq 0\)), then the distributions of \(\xi_i\) are normal. The author completely describes those locally compact Abelian groups to which it is possible to transfer this theorem.
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Gaussian distribution
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locally compact Abelian groups
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