Characterization of distributions of Q-independent random variables on locally compact abelian groups

DOI10.1016/J.SPL.2019.04.010MaRDI QIDQ2322650zbMATHOpenAlexFDO

Authors Margaryta Myronyuk

Publication date 5 September 2019

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.01546

zbMATH Keywords

characterization theoremHeyde theoremSkitovich-Darmois theorem\(Q\)-independent random variablesKac-Bernstein theorem

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Positive definite functions on groups, semigroups, etc. (43A35)

Abstract: Let $X$ be a second countable locally compact Abelian group. We prove some group analogues of the Skitovich--Darmois, Heyde and Kac--Bernstein characterisation theorems for $Q$-independent random variables taking values in the group $X$. The proofs of these theorems are reduced to solving some functional equations on the character group of the group $X$.

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Cited in

(10)

• An analogue of the Klebanov theorem for locally compact abelian groups
• Random Tempered Distributions on Locally Compact Separable Abelian Groups
• Characterization theorems for \(Q\)-independent random variables with values in a Banach space
• scientific article; zbMATH DE number 4173996 (Why is no real title available?)
• On notions of Q-independence and Q-identical distributiveness
• Characterization of probability measures on locally compact abelian groups via $Q$-independence
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• On a group analogue of the Heyde theorem
• Independent random variables in abelian groups with independent sum and difference
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