On a characterization theorem for locally compact Abelian groups (Q2581021)
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English | On a characterization theorem for locally compact Abelian groups |
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On a characterization theorem for locally compact Abelian groups (English)
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10 January 2006
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Let \(X\) be a locally compact Abelian separable metric group containing no elements of order two. Let \(\xi_j\), \(j=1,2,\ldots ,n\), \(n\geq 2\), be independent \(X\)-valued random variables having distributions \(\mu_j\) with non-vanishing characteristic functions. Suppose that \[ \alpha_j,\beta_j\in \text{Aut}(X)\text{ and }\beta_i\alpha_i^{-1}\pm \beta_j\alpha_j^{-1}\in \text{Aut}(X)\text{ for all }i\neq j. \] The author proves that if the conditional distribution of \(\beta_1(\xi_1)+\cdots +\beta_n(\xi_n)\), given \(\alpha_1(\xi_1)+\cdots +\alpha_n(\xi_n)\), is symmetric, then all the distributions \(\mu_j\) are Gaussian. For \(X=\mathbb R\) this is a result of \textit{C. C. Heyde} [Sankhya, Ser. A 32, 115--118 (1970; Zbl 0209.50702)]. For the case of the two-dimensional torus \(\mathbb T^2\) the above condition with \(n=2\), \(\alpha_1=\alpha_2=1\) is proved to characterize those distributions which are convolutions of a Gaussian distribution on \(\mathbb T^2\) and a distribution with support in the subgroup of \(\mathbb T^2\) generated by elements of order two.
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locally compact Abelian group
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Gaussian distribution
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conditional distribution
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