• 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