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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 3, Pages 548–563 (Mi tvp3075)  

This article is cited in 20 scientific papers (total in 20 papers)

On Gaussian distributions on locally compact Abelian groups

G. M. Fel'dman

Har'kov
Abstract: Let $X$ be a connected locally compact separable metric Abelian group, $\mu$ be a symmetric Gaussian distribution (G. d.) on $X$. It is proved that if $X$ is a group of finite dimension $l$, then there exist a continuous homomorphism $p:R^l\to X$ (independent of $\mu$) and a G. d. $\mathbf M$ on $R^l$ such that $\mu=p(\mathbf M)$. If $X$ is an infinite-dimensional group, then there exist a continuous homomorphism $p:R^{\infty}\to X$ (independent of $\mu$) and a G. d. $\mathbf M$ on $R^{\infty}$ such that $\mu=p(\mathbf M)$; here $R^{\infty}$ is the space of all real sequences with the topology determined by the coordinate convergence. By means of these results, the singularity of G. d.'s (with respect to the Haar measure) on not locally connected groups is proved. It is also proved that any two G. d.'s on finite-dimensional groups are either mutually absolutely continuous or singular. For infinite-dimensional groups an analogous result is established under the assumption that the group in question contains no subgroup isomorphic to the circle group $T$.
Received: 19.11.1976
English version:
Theory of Probability and its Applications, 1979, Volume 23, Issue 2, Pages 529–542
DOI: https://doi.org/10.1137/1123062
Bibliographic databases:
Language: Russian
Citation: G. M. Fel'dman, “On Gaussian distributions on locally compact Abelian groups”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 548–563; Theory Probab. Appl., 23:2 (1979), 529–542
Citation in format AMSBIB
\Bibitem{Fel78}
\by G.~M.~Fel'dman
\paper On Gaussian distributions on locally compact Abelian groups
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 3
\pages 548--563
\mathnet{http://mi.mathnet.ru/tvp3075}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=509729}
\zmath{https://zbmath.org/?q=an:0388.60012}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 23
\issue 2
\pages 529--542
\crossref{https://doi.org/10.1137/1123062}
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  • https://www.mathnet.ru/eng/tvp/v23/i3/p548
  • This publication is cited in the following 20 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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