English

On the Skitovich-Darmois theorem for a-adic solenoids

Probability 2013-03-19 v1

Abstract

Let XX be a compact connected Abelian group. It is well-known that then there exist topological automorphisms αj,βj\alpha_j, \beta_j of XX and independent random variables ξ1\xi_1 and ξ2\xi_2 with values in XX and distributions μ1,μ2\mu_1, \mu_2 such that the linear forms L1=α1ξ1+α2ξ2L_1 = \alpha_1\xi_1 + \alpha_2\xi_2 and L2=β1ξ1+β2ξ2L_2 = \beta_1\xi_1 + \beta_2\xi_2 are independent, whereas μ1\mu_1 and μ2\mu_2 are not represented as convolutions of Gaussian and idempotent distributions. This means that the Skitovich--Darmois theorem fails for such groups. We prove that if we consider three linear forms of three independent random variables taking values in XX, where XX is an a{\boldsymbol a}-adic solenoid, then the independence of the linear forms implies that at least one of the distributions is idempotent. We describe all such solenoids.

Keywords

Cite

@article{arxiv.1303.4238,
  title  = {On the Skitovich-Darmois theorem for a-adic solenoids},
  author = {Ivan Mazur},
  journal= {arXiv preprint arXiv:1303.4238},
  year   = {2013}
}