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

DOI10.1016/J.SPL.2019.04.010MaRDI QIDQ2322650zbMATH OpenOpenAlexFDO

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

\(Q\)-independent random variablescharacterization theoremHeyde theoremKac-Bernstein theoremSkitovich-Darmois theorem

Mathematics Subject Classification ID

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

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 $X$.

Review text

In this article, the author studies a group analog of the Skitovich-Darmois theorem for \(Q\)-independent random variables and linear forms with integer coefficients. The author also studies group analogs of the Heyde theorem for \(Q\)-independent random variables, where coefficients of linear forms are topological automorphisms of the group \(X\). The author proves that the class of groups \(X\) where these theorems hold true does not change if we replace independence for \(Q\)-independence. In contrast to these results, the author shows that the class of groups \(X\) where the Kac-Bernstein theorem holds true gets narrower if we replace the condition of independence for \(Q\)-independence.

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Cited in

(10)

• On notions of Q-independence and Q-identical distributiveness
• Characterization theorems for \(Q\)-independent random variables with values in a locally compact abelian group
• On a group analogue of the Heyde theorem
• scientific article; zbMATH DE number 4173996 (Why is no real title available?)
• scientific article; zbMATH DE number 3844713 (Why is no real title available?)
• Characterization of probability measures on locally compact abelian groups via Q-independence
• Random Tempered Distributions on Locally Compact Separable Abelian Groups
• Independent random variables in abelian groups with independent sum and difference
• An analogue of the Klebanov theorem for locally compact abelian groups
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