An analogue of the Bernstein theorem for the cylinder

DOI10.1007/S00010-005-2773-YMaRDI QIDQ2490641zbMATH OpenOpenAlexFDO

Authors Margaryta Myronyuk

Publication date 18 May 2006

Published in Aequationes Mathematicae (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00010-005-2773-y

zbMATH Keywords

Bernstein's type characterization theoremcharacteristic functionsfunctional equationGaussian distributionlocally compact separable abelian group

Mathematics Subject Classification ID

Functional equations for functions with more general domains and/or ranges (39B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Characteristic functions; other transforms (60E10)

Review text

Let \(X\) be a locally compact separable abelian group, let \(\xi_1,\xi_2\) be independent random \(X\)-valued variables with distributions \(\mu_1,\mu_2\) and characteristic functions \(\hat{\mu}_1,\hat{\mu}_2\), respectively. The paper deals with a problem of characterizing the distributions \(\mu_1,\mu_2\) assuming that \(\xi_1+\xi_2\) and \(\xi_1-\xi_2\) are independent. This is equivalent to solving the functional equation \[ \hat{\mu}_1(u+v)\hat{\mu}_2(u-v)=\hat{\mu}_1(u)\hat{\mu}_1(v)\hat{\mu}_2(u)\hat{\mu}_2(-v) \] in the class of characteristic functions of probability distributions. The author solves the above equation for some particular mappings, using the difference operator \(\Delta_h\). Then, the main problem is solved in the case where \(X\) is a cylinder \(\mathbb R\times\mathbb{T}\) where \(\mathbb{T}:=\{z\in\mathbb{C}:\;| z| =1\}\) and also in the case where \(X\) is an \(\mathbf{a}\)-adic solenoid \(\Sigma_{\mathbf{a}}\).

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