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This article is cited in 7 scientific papers (total in 7 papers)
On a characterization theorem for probability distributions on discrete Abelian groups
G. M. Feldman B. Verkin Institute for Low Temperature Physics and Engineering, National Academy of Sciences of Ukraine, Khar'kov
Abstract:
Let $X$ be a countable discrete Abelian group containing no elements of
order 2, $\alpha$ be an automorphism of $X$, and $\xi_1$ and $\xi_2$ be
independent random variables with values in the group $X$ and having distributions
$\mu_1$ and $\mu_2$. The main result of the present paper is as follows.
The symmetry of the conditional distribution of the linear form
$L_2 = \xi_1 + \alpha\xi_2$ given $L_1 = \xi_1 + \xi_2$ implies that
$\mu_j$ are shifts of the Haar distribution of a finite subgroup of $X$ if
and only if the automorphism $\alpha$ satisfies the condition $\operatorname{Ker}(I+\alpha)=\{0\}$.
This theorem is an analogue,
for discrete Abelian
groups, of the well-known Heyde theorem, where a Gaussian distribution on the real
line is characterized by the symmetry of the conditional distribution of one
linear form of independent random variable given the other. We also prove some
generalizations of this theorem.
Keywords:
conditional distribution, Haar distribution, discrete Abelian group.
Received: 04.09.2017 Accepted: 24.04.2018
Citation:
G. M. Feldman, “On a characterization theorem for probability distributions on discrete Abelian groups”, Teor. Veroyatnost. i Primenen., 63:4 (2018), 730–754; Theory Probab. Appl., 63:4 (2019), 594–612
Linking options:
https://www.mathnet.ru/eng/tvp5163https://doi.org/10.4213/tvp5163 https://www.mathnet.ru/eng/tvp/v63/i4/p730
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