On a decomposition problem for multivariate probability measures

Probability theory on linear topological spaces (60B11) Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

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For probability measures on \({\mathbb{R}}^ n\), an equivalence relation is defined as \(\mu\) \(\sim \nu\) if \(\mu^ s=\nu^ s\), where \(\mu^ s\) is the symmetrization of \(\mu\). The aim of the paper is to investigate various properties of the equivalence classes of this relation. For instance, sufficient conditions for the triviality of the equivalence class of a measure \(\mu\) are given (i.e. the equivalence class consists only of \(\mu\), \({\bar \mu}\) and their translations, where \({\bar \mu}\)(E)\(=\mu (-E))\); it is shown that Gaussian measures are the only infinitely divisible measures whose equivalence classes are trivial. Also a necessary and sufficient condition for the triviality of the equivalence class of a uniform distribution on a subinterval of the circle is obtained.

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