Independent linear statistics on the cylinders

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Publication:5255337

DOI10.1137/S0040585X97T987065zbMATH Open1320.60019arXiv1212.2772OpenAlexW2964009253MaRDI QIDQ5255337FDOQ5255337


Authors: Margaryta Myronyuk, G. M. Fel'dman Edit this on Wikidata


Publication date: 15 June 2015

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Abstract: Let either X=mathbfRimesmathbfT or a, where mathbfR is the additive group of real number, mathbfT is the cycle group and a is an a-adic solenoid . Let alphaij, where i,j=1,2,3, be topological automorphisms of the group X. We prove the following analogue of the well-known Skitovich--Darmois theorem for the group X. Let xij, where j=1,2,3, be independent random variables with values in the group X and distributions muj such that their characteristic functions do not vanish. If the linear statistics L1=alpha11xi1+alpha12xi2+alpha13xi3, L2=alpha21xi1+alpha22xi2+alpha23xi3, and L3=alpha31xi1+alpha32xi2+alpha33xi3 are independent, then all muj are Gaussian distributions.


Full work available at URL: https://arxiv.org/abs/1212.2772




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