A characterization of Gaussian law in Hilbert space
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Let \({\mathcal H}\) be a real separable Hilbert space and let X and Y be independent random variables taking values in \({\mathcal H}\). The aim of the paper is to prove that \(X+Y\) and X-Y are independent if and only if each of X and Y is Gaussian. The proof is based on solving a functional equation satisfied by the characteristic functions of X and Y.
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