On the Skitovich-Darmois theorem for some locally compact Abelian groups
Abstract
Let be a locally compact Abelian group, be topological automorphisms of . Let be independent random variables with values in and distributions with non-vanishing characteristic functions. It is known that if contains no subgroup topologically isomorphic to the circle group , then the independence of the linear forms and implies that are Gaussian distributions. We prove that if contains no subgroup topologically isomorphic to , then the independence of and implies that are either Gaussian distributions or convolutions of Gaussian distributions and signed measures supported in a subgroup of 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}
}