English

On the Li--Zheng theorem

Probability 2024-04-18 v1

Abstract

By the well-known I.Kotlarski lemma, if ξ1\xi_1, ξ2\xi_2, and ξ3\xi_3 are independent real-valued random variables with nonvanishing characteristic functions, L1=ξ1ξ3L_1=\xi_1-\xi_3 and L2=ξ2ξ3L_2=\xi_2-\xi_3, then the distribution of the random vector (L1,L2)(L_1, L_2) determines the distributions of the random variables ξj\xi_j up to shift. Siran Li and Xunjie Zheng generalized this result for the linear forms L1=ξ1+a2ξ2+a3ξ3L_1=\xi_1+a_2\xi_2+a_3\xi_3 and L2=b2ξ2+b3ξ3+ξ4L_2=b_2\xi_2+b_3\xi_3+\xi_4 assuming that all ξj\xi_j have first and second moments, ξ2\xi_2 and ξ3\xi_3 are identically distributed, and aja_j, bjb_j satisfy some conditions. In the article, we give a simpler proof of this theorem. In doing so, we also prove that the condition of existence of moments can be omitted. Moreover, we prove an analogue of the Li--Zheng theorem for independent random variables with values in the field of pp-adic numbers, in the field of integers modulo pp, where p2p\ne 2, and in the discrete field of rational numbers.

Keywords

Cite

@article{arxiv.2404.10916,
  title  = {On the Li--Zheng theorem},
  author = {Gennadiy Feldman},
  journal= {arXiv preprint arXiv:2404.10916},
  year   = {2024}
}

Comments

15 pages

R2 v1 2026-06-28T15:56:26.409Z