ON A CHARACTERIZATION THEOREM FOR PROBABILITY DISTRIBUTIONS ON DISCRETE ABELIAN GROUPS

被引:8
作者
Feldman, G. M. [1 ]
机构
[1] Natl Acad Sci Ukraine, B Verkin Inst Low Temp Phys & Engn, Kharkov, Ukraine
关键词
conditional distribution; Haar distribution; discrete Abelian group; HEYDES CHARACTERIZATION THEOREM;
D O I
10.1137/S0040585X97T989271
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
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 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.
引用
收藏
页码:594 / 612
页数:19
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