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This article is cited in 15 scientific papers (total in 15 papers)
Heyde's characterization theorem for some locally compact Abelian groups
G. M. Feldman B. Verkin Institute for Low Temperature Physics and Engineering, National Academy of Sciences of Ukraine, Khar'kov
Abstract:
By Heyde's theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of $n$ independent random variables with the other fixed. When $n=2$ we prove analogues of this theorem in the case when independent random variables take values in a locally compact Abelian group $X$ and coefficients of the linear forms are topological automorphisms of $X$.
Keywords:
locally compact Abelian group, Gaussian distribution, conditional distribution.
Received: 15.02.2016 Revised: 01.02.2017 Accepted: 20.02.2017
Citation:
G. M. Feldman, “Heyde's characterization theorem for some locally compact Abelian groups”, Teor. Veroyatnost. i Primenen., 62:3 (2017), 499–517; Theory Probab. Appl., 62:3 (2018), 399–412
Linking options:
https://www.mathnet.ru/eng/tvp5127https://doi.org/10.4213/tvp5127 https://www.mathnet.ru/eng/tvp/v62/i3/p499
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Abstract page: | 397 | Full-text PDF : | 53 | References: | 77 | First page: | 16 |
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