On a characterization of a convolution of Gaussian and idempotent distributions (Q2375983)
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English | On a characterization of a convolution of Gaussian and idempotent distributions |
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On a characterization of a convolution of Gaussian and idempotent distributions (English)
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25 June 2013
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The author proves new extensions of the Skitovich-Darmois and Heyde theorems, in which the Gaussian distribution is characterized in terms of the independence of linear forms in independent random variables or the symmetry of the conditional distribution of one linear form given another; see [\textit{G. Feldman}, Functional equations and characterization problems on locally compact abelian groups. Zürich: European Mathematical Society (EMS) (2008; Zbl 1156.60003)]. In the paper under review, analogs of these results are obtained for the case where random variables take values in \(X=\mathbb R^m\times G\), \(G\) is a locally compact group containing a compact open subgroup, and the coefficients of linear forms are automorphisms of \(X\). The results are characterizations of distributions of the form \(\gamma *\mu\) where \(\gamma\) is Gaussian on \(\mathbb R^m\), \(\mu\) is a Haar measure on \(G\), and \(G\) is a compact group.
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Heyde theorem
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Skitovich-Darmois theorem
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Gaussian measure
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