On C.R. Rao's theorem for locally compact abelian groups (Q2424384)

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On C.R. Rao's theorem for locally compact abelian groups
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    On C.R. Rao's theorem for locally compact abelian groups (English)
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    24 June 2019
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    Let $\xi_1,\xi_2,\xi_3$ be independent random variables with values in a locally compact abelian group $X$ with nonvanishing characteristic functions, and $a_j,b_j$ be continuous endomorphisms of $X$ satisfying some restrictions. Let $L_1=a_1\xi_1+ a_2\xi_2+a_3\xi_3$, $L_2 = b_1\xi_1 + b_2\xi_2 + b_3\xi_3$. The author proves that the distribution of the random vector $(L_1, L_2)$ determines the distributions of the random variables $\xi_j$ up a shift. This result is a group analogue of the theorem by \textit{C. R. Rao} [Sankhyā, Ser. A 33, 265--270 (1971; Zbl 0235.60016)]. Another result by Rao dealing with the determination of the distributions random variables up to convolution with a Gaussian distribution is extended to independent random variables with values in an $a$-adic solenoid.
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    group-valued random variables
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    Gaussian distribution
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    $a$-adic solenoid
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