On Heyde's theorem on the group \(\mathbb{R} \times \mathbb{T} \) (Q2243770)

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On Heyde's theorem on the group \(\mathbb{R} \times \mathbb{T} \)
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    On Heyde's theorem on the group \(\mathbb{R} \times \mathbb{T} \) (English)
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    11 November 2021
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    Consider linear forms \(L_1 = a_1\xi_1+\dots+a_n\xi_n\), \(L_2 = b_1\xi_1+\dots+b_n\xi_n\), where \(\xi_j\) are independent (real-valued) random variables, \(a_j\), \(b_j\) are (nonzero) real numbers, and \(n\geq 2\). \textit{C. C. Heyde}'s theorem [Sankhyā, Ser. A 32, 115--118 (1970; Zbl 0209.50702)] asserts that, if the conditional distribution of \(L_2\) given \(L_1\) is symmetric and \(b_ia_i^{-1} + b_ja_j^{-1}\neq 0\) for all \(i,j\), then all the random variables \(\xi_j\) have Gaussian distributions (possibly degenerate). In an earlier article, the author [Probab. Theory Relat. Fields 133, No. 3, 345--357 (2005; Zbl 1086.62010)] extended Heyde's theorem to random variables with values in locally compact abelian groups that do not contain an element of order \(2\). In the paper under review, the author considers random variables with values in locally compact abelian groups that contain an element of order \(2\). An analogue of Heyde's theorem (and the related Darmois-Skitovich theorem where one assumes instead that \(L_1\) and \(L_2\) are independent, cf. [\textit{G. Darmois}, Rev. Inst. Int. Stat. 21, 2--8 (1953; Zbl 0051.36003)] and [\textit{V. P. Skitovič}, Dokl. Akad. Nauk SSSR, n. Ser. 89, 217--219 (1953; Zbl 0053.27401)]) is presented for the group \(\mathbb{R}\times\mathbb{Z}_2\) (and the group \(\mathbb{R}\times\mathbb{T}\) for \(n=2\)). Note that in this setting the class of distributions that are characterized by the symmetry of the conditional distribution of \(L_2\) given \(L_1\) is wider than the class of Gaussian distributions.
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    Heyde's theorem
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    Darmois-Skitovich theorem
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    locally compact abelian group
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    Gaussian distributions
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