A characterization of Gaussian law in Hilbert space (Q809462)

Let \({\mathcal H}\) be a real separable Hilbert space and let X and Y be independent random variables taking values in \({\mathcal H}\). The aim of the paper is to prove that \(X+Y\) and X-Y are independent if and only if each of X and Y is Gaussian. The proof is based on solving a functional equation satisfied by the characteristic functions of X and Y.