A characterization of probability distributions by mean values (Q1181410)

A class of measurable complex functions on \(\mathbb{R}\) is investigated whose form of mean values uniquely determines the distributions of the random variables involved. In particular, it is shown that if \(X\), \(Y\), \(Z\) are i.i.d. random variables and \(\Phi (X)\) is a measurable complex function on \(\mathbb{R}\) then the distribution of \((X,Y,Z)\) is uniquely determined by the form of the expectation \({\mathbf E} \Phi(tX+ uY+vZ)\) where \(t\), \(u\) and \(v\) are real numbers. The result can be considered to be a generalization of the author's characterization of normal and stable distributions [see Theory Probab. Appl. 32, No. 3, 503-507 (1987); translation from Teor. Veroyatn. Primen. 32, No. 3, 552-556 (1987; Zbl 0628.60022)].