Title of article :
A characterization of the Gaussian distribution on Abelian groups
Author/Authors :
Feldman، G.M. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Pages :
-90
From page :
91
To page :
0
Abstract :
It is well known that the independence of two linear forms with nonzero coefficients of independent random variables implies that the random variables are Gaussian (the Skitovich-Darmois theorem). The analogous result holds true for two linear forms of independent random vectors with nonsingular matrices as coefficients (the Ghurye-Olkin theorem). In this paper we give the complete description of locally compact Abelian groups X for which the independence of two linear forms of independent random variables with values in X having distributions with nonvanishing characteristic functions (coefficients of the forms are topological automorphisms of X) implies that the random variables are Gaussian.
Keywords :
Hoffmann , Jorgensen inequality , Number of event recurrences , Poisson bounds , Number of entrance times , Product spaces , Tail probability inequalities
Journal title :
PROBABILITY THEORY AND RELATED FIELDS
Serial Year :
2003
Journal title :
PROBABILITY THEORY AND RELATED FIELDS
Record number :
73127
Link To Document :
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