English

On the Skitovich-Darmois theorem for some locally compact Abelian groups

Group Theory 2018-05-25 v1 Probability

Abstract

Let XX be a locally compact Abelian group, αj,βj\alpha_{j}, \beta_j be topological automorphisms of XX. Let ξ1,ξ2\xi_1, \xi_2 be independent random variables with values in XX and distributions μj\mu_j with non-vanishing characteristic functions. It is known that if XX contains no subgroup topologically isomorphic to the circle group T\mathbb{T}, then the independence of 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 implies that μj\mu_j are Gaussian distributions. We prove that if XX contains no subgroup topologically isomorphic to T2\mathbb{T}^2, then the independence of L1L_1 and L2L_2 implies that μj\mu_j are either Gaussian distributions or convolutions of Gaussian distributions and signed measures supported in a subgroup of XX generated by an element of order 2. The proof is based on solving the Skitovich-Darmois functional equation on some locally compact Abelian groups.

Keywords

Cite

@article{arxiv.1805.09690,
  title  = {On the Skitovich-Darmois theorem for some locally compact Abelian groups},
  author = {Gennadiy Feldman and Margaryta Myronyuk},
  journal= {arXiv preprint arXiv:1805.09690},
  year   = {2018}
}