A Bernstein property of measures on groups and symmetric spaces (Q2772044)

A probability measure \(\mu\) on an Abelian group \(G\) has property (B) if, given two independent random variables \(X\), \(Y\) with values in \(G\) and having the distribution \(\mu\) the random variables \(XY\) and \(XY^{-1}\) are independent. The well-known Bernstein theorem states that on the real line \(\mathbb{R}\) a distribution with property (B) is Gaussian. The Bernstein theorem was generalized on LCA groups by \textit{A. L. Rukhin} [Math. Notes 6, 638-641 (1969); translation from Mat. Zametki 6, 301-307 (1969; Zbl 0184.22604)], \textit{H. Heyer} and \textit{C. Rall} [Math. Z. 128, 343-361 (1972; Zbl 0246.60003)], and the reviewer [Theory Probab. Appl. 31, No. 1, 40-49 (1987); translation from Teor. Veroyatn. Primen. 31, No. 1, 47-58 (1986; Zbl 0604.60010)]. Neuenschwander proposed for non-Abelian groups \(G\) the following generalization of property (B), which the authors call (N): given two independent random variables \(X\), \(Y\) with values in \(G\) and having the distribution \(\mu\) the couples of random variables \((XY, YX)\) and \((XY^{-1}, Y^{-1}X)\) are independent. He studied the distributions with the property (N) for simply connected nilpotent Lie groups.NEWLINENEWLINENEWLINEThe authors investigate the property (N) for discrete groups, compact groups, nilpotent groups and some solvable groups. They prove that in all these cases a distribution with property (N) must be concentrated on an Abelian subgroup.