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 taking values in a compact metrisable abelian group, has the same distribution as , if and only if there exists a compact subgroup such that and has the same distribution as for all . As a conclusion from the above it is shown that for independent random variables such that has the same distribution as , and are also independent. It becomes also apparent that the distribution of is the Haar measure (uniform distribution) if for each open set , .
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}
}