An analogue of the Bernstein theorem for the cylinder (Q2490641)
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English | An analogue of the Bernstein theorem for the cylinder |
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An analogue of the Bernstein theorem for the cylinder (English)
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18 May 2006
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Let \(X\) be a locally compact separable abelian group, let \(\xi_1,\xi_2\) be independent random \(X\)-valued variables with distributions \(\mu_1,\mu_2\) and characteristic functions \(\hat{\mu}_1,\hat{\mu}_2\), respectively. The paper deals with a problem of characterizing the distributions \(\mu_1,\mu_2\) assuming that \(\xi_1+\xi_2\) and \(\xi_1-\xi_2\) are independent. This is equivalent to solving the functional equation \[ \hat{\mu}_1(u+v)\hat{\mu}_2(u-v)=\hat{\mu}_1(u)\hat{\mu}_1(v)\hat{\mu}_2(u)\hat{\mu}_2(-v) \] in the class of characteristic functions of probability distributions. The author solves the above equation for some particular mappings, using the difference operator \(\Delta_h\). Then, the main problem is solved in the case where \(X\) is a cylinder \(\mathbb R\times\mathbb{T}\) where \(\mathbb{T}:=\{z\in\mathbb{C}:\;| z| =1\}\) and also in the case where \(X\) is an \(\mathbf{a}\)-adic solenoid \(\Sigma_{\mathbf{a}}\).
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Bernstein's type characterization theorem
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Gaussian distribution
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functional equation
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locally compact separable abelian group
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characteristic functions
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