English

Random variables with an invariant random shift in compact metrisable abelian groups

Probability 2013-09-04 v3 Functional Analysis

Abstract

The main result of this paper states that for independent random variables X,YX, Y taking values in a compact metrisable abelian group, X+YX + Y has the same distribution as XX, if and only if there exists a compact subgroup AA such that P(YA)=1P(Y\in A)=1 and X+aX + a has the same distribution as XX for all aAa\in A. As a conclusion from the above it is shown that for independent random variables X,YX, Y such that X+YX+Y has the same distribution as XX, X+YX+Y and YY are also independent. It becomes also apparent that the distribution of XX is the Haar measure (uniform distribution) if for each open set UU, P(YU)>0P(Y\in U) > 0.

Keywords

Cite

@article{arxiv.1307.5597,
  title  = {Random variables with an invariant random shift in compact metrisable abelian groups},
  author = {Michal Stanislaw Wojcik},
  journal= {arXiv preprint arXiv:1307.5597},
  year   = {2013}
}
R2 v1 2026-06-22T00:55:10.389Z