English

On a generalisation of the Skitovich--Darmois theorem for several linear forms on Abelian groups

Probability 2019-08-05 v2

Abstract

A.M. Kagan introduced a class of distributions Dm,k\mathcal{D}_{m, k} in Rm\mathbb{R}^m and proved that if the joint distribution of mm linear forms of nn independent random variables belongs to the class Dm,m1\mathcal{D}_{m, m-1}, then the random variables are Gaussian. A.M. Kagan's theorem implies, in particular, the well-known Skitovich--Darmois theorem, where the Gaussian distribution on the real line is characterized by independence of two linear forms of nn independent random variables. In the note we describe a wide class of locally compact Abelian groups where A.M. Kagan's theorem is valid.

Keywords

Cite

@article{arxiv.1907.12828,
  title  = {On a generalisation of the Skitovich--Darmois theorem for several linear forms on Abelian groups},
  author = {Gennadiy Feldman},
  journal= {arXiv preprint arXiv:1907.12828},
  year   = {2019}
}