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 in and proved that if the joint distribution of linear forms of independent random variables belongs to the class , 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 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}
}