English

Identically distributed random vectors on locally compact Abelian groups

Probability 2023-08-11 v1 Statistics Theory Statistics Theory

Abstract

L. Klebanov proved the following theorem. Let ξ1,,ξn\xi_1, \dots, \xi_n be independent random variables. Consider linear forms L1=a1ξ1++anξn,L_1=a_1\xi_1+\cdots+a_n\xi_n, L2=b1ξ1++bnξn,L_2=b_1\xi_1+\cdots+b_n\xi_n, L3=c1ξ1++cnξn,L_3=c_1\xi_1+\cdots+c_n\xi_n, L4=d1ξ1++dnξn,L_4=d_1\xi_1+\cdots+d_n\xi_n, where the coefficients aj,bj,cj,dja_j, b_j, c_j, d_j are real numbers. If the random vectors (L1,L2)(L_1,L_2) and (L3,L4)(L_3,L_4) are identically distributed, then all ξi\xi_i for which aidjbicj0a_id_j-b_ic_j\neq 0 for all j=1,nj=\overline{1,n} 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.

Keywords

Cite

@article{arxiv.2308.05694,
  title  = {Identically distributed random vectors on locally compact Abelian groups},
  author = {Margaryta Myronyuk},
  journal= {arXiv preprint arXiv:2308.05694},
  year   = {2023}
}
R2 v1 2026-06-28T11:52:59.579Z