A characterization of the Gaussian distribution on Abelian groups

被引:31
作者
Feldman, GM [1 ]
机构
[1] Inst Low Temp Phys & Engn, Div Math, UA-61103 Kharkov, Ukraine
关键词
Gaussian distribution; Skitovich-Darmois theorem; locally compact Abelian group;
D O I
10.1007/s00440-003-0256-4
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
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 toplogical automorphisms of X) implies that the random variables are Gaussian.
引用
收藏
页码:91 / 102
页数:12
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