Characterization of the Gaussian distribution on groups by the independence of linear statistics (Q1813806)

From MaRDI portal
Revision as of 09:56, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Characterization of the Gaussian distribution on groups by the independence of linear statistics
scientific article

    Statements

    Characterization of the Gaussian distribution on groups by the independence of linear statistics (English)
    0 references
    0 references
    25 June 1992
    0 references
    \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.
    0 references
    0 references
    Gaussian distribution
    0 references
    locally compact Abelian groups
    0 references
    0 references
    0 references