An Analogue of the Klebanov Theorem for Locally Compact Abelian Groups

被引:0
作者
Myronyuk, Margaryta [1 ,2 ]
机构
[1] Natl Acad Sci Ukraine, B Verkin Inst Low Temp Phys & Engn, Nauky Ave 47, Kharkiv, Ukraine
[2] Bielefeld Univ, Univ Str 25, Bielefeld, Germany
关键词
Locally compact Abelian group; Gaussian distribution; Haar distribution; Random variable; Independence; INDEPENDENT RANDOM-VARIABLES; DISTRIBUTIONS;
D O I
10.1007/s10959-024-01339-z
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
L. Klebanov proved the following theorem. Let xi 1,& ctdot;,xi n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\xi _1, \dots , \xi _n$$\end{document} be independent random variables. Consider linear forms L1=a1 xi 1+& ctdot;+an xi n,\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L_1=a_1\xi _1+\cdots +a_n\xi _n,$$\end{document}L2=b1 xi 1+& ctdot;+bn xi n,\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L_2=b_1\xi _1+\cdots +b_n\xi _n,$$\end{document}L3=c1 xi 1+& ctdot;+cn xi n,\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L_3=c_1\xi _1+\cdots +c_n\xi _n,$$\end{document}L4=d1 xi 1+& ctdot;+dn xi n,\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L_4=d_1\xi _1+\cdots +d_n\xi _n,$$\end{document} where the coefficients aj,bj,cj,dj\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a_j, b_j, c_j, d_j$$\end{document} are real numbers. If the random vectors (L1,L2)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(L_1,L_2)$$\end{document} and (L3,L4)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(L_3,L_4)$$\end{document} are identically distributed, then all xi i\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\xi _i$$\end{document} for which aidj-bicj not equal 0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$a_id_j-b_ic_j\ne 0$$\end{document} for all j=1,n<overline>\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$j=\overline{1,n}$$\end{document} are Gaussian random variables. The present article is devoted to an analog of the Klebanov theorem in the case when random variables take values in a locally compact Abelian group and the coefficients of the linear forms are integers.
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页码:2646 / 2664
页数:19
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