Independent random variables in abelian groups with independent sum and difference

DOI10.1137/S0040585X97T988198zbMATH Open1378.60017arXiv1510.04798OpenAlexW2661544513MaRDI QIDQ5269819FDOQ5269819

G. M. Fel'dman

Publication date: 28 June 2017

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

Abstract: Let X be a second countable locally compact Abelian group. Let $x{i}_1,x{i}_2$ be independent random variables with values in the group X and distributions $m{u}_1,m{u}_2$ such that the sum $x{i}_1+x{i}_2$ and the difference $x{i}_1-x{i}_2$ are independent. Assuming that the connected component of zero of the group $X$ contains a finite number elements of order 2 we describe the possible distributions $m{u}_k$.

Full work available at URL: https://arxiv.org/abs/1510.04798

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zbMATH Keywords

Gaussian measurelocally compact abelian groupKac-Bernstein theorem

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cited In (4)

• Independent linear statistics on finite Abelian groups
• Title not available (Why is that?)
• Independent variables with independent sum and difference: \(S{^ 1}\)- case
• The Kac-Bernstein functional equation on abelian groups

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