Heyde characterization theorem for some classes of locally compact abelian groups
characterization theoremconditional distributionfunctional equationlocally compact abelian grouptopological automorphism
Abelian groups (20K99) General properties and structure of LCA groups (22B05) Functional equations for functions with more general domains and/or ranges (39B52) Fourier and Fourier-Stieltjes transforms on locally compact and other abelian groups (43A25) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Characterization and structure theory of statistical distributions (62E10)
\textit{C. C. Heyde} [Sankhyā, Ser. A 32, 115--118 (1970; Zbl 0209.50702)] proved that if the conditional distribution of one linear form in two independent real-valued random variables given another such linear form is symmetric, then the variables are normal. The paper under review generalizes this result to the case when the corresponding random variables take values in (second countable) locally compact abelian groups. For example, the following theorem is proved.\N\NTheorem 2.1. Let \(X\) be a totally disconnected locally compact abelian group containing no elements of order \(2\) and let \(\alpha\) be a topological automorphism of the group \(X.\) Let \(\xi_{1}\) and \(\xi_{2}\) be independent random variables with values in \(X\) and distributions \(\mu_{1}\) and \(\mu_{2}.\) Assume that the characteristic functions \(\hat{\mu}_{1}(y)\) and \(\hat{\mu}_{2}(y)\) do not vanish. Put \(L_{1} = \xi_{1} + \xi_{2}\) and \(L_{2} = \xi_{1} + \alpha \xi_{2}.\) If the conditional distribution of \(L_{2}\) given \(L_{1}\) is symmetric, then \(\mu_{j} = \omega \ast E_{x_{j}},\) where \(\omega\) is a distribution supported in the subgroup \(\ker(\operatorname{id}_{X} + \alpha),\) \(x_{j} \in X,\) \(j = 1,2.\) Furthermore, if \(\eta_{j}\) are independent identically distributed random variables with values in the group \(X\) and distribution \(\omega\), then the conditional distribution of the linear form \(N_{2} = \eta_{1} + \alpha \eta_{2}\) given \(N_{1} = \eta_{1} + \eta_{2}\) is symmetric.\N\NThe author proves also similar results for groups of the form \(X = \mathbb{R}^{n} \times G\), where \(G\) is a totally disconnected locally compact abelian group consisting entirely of compact elements and containing no elements of order \(2\) and for groups of the form \(X = \mathbb{R}^{n} \times \mathbb{Z}(2) \times G\), where \(G\) is a finite abelian group with no element of order \(2\).\N\NIn addition, the author formulates some open problems.
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