Characterizations of infinite dimensional Gaussian shift experiments

Probability theory on linear topological spaces (60B11) General considerations in statistical decision theory (62C05) Inference from stochastic processes (62M99)

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The author generalizes the following characterization of the normal distribution to random variables with values in a separable Banach space: Sufficiency of \(\sum^{n}_{i=1}a_ iX_ i(\sum^{n}_{i=1}a_ i\neq 0\), \(a_ i\neq 0\), \(i=1,...,n)\) for a translation parameter resp. independence of \(E_{\theta}(X_ 1X_ 2| \sum^{n}_{i=1}X_ i| n)\) of the translation paramter \(\theta\), where \(X_ 1,...,X_ n\) are i.i.d. (and square integrable in the second case) implies that the \(X_ j\), \(j=1,...,n\), are normally distributed.

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