English

The Heyde theorem on a group $\mathbb{R}^n\times D$, where $D$ is a discrete Abelian group

Functional Analysis 2020-07-27 v1 Statistics Theory Statistics Theory

Abstract

Heyde proved that a Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear statistic given another. The present article is devoted to a group analogue of the Heyde theorem. We describe distributions of independent random variables ξ1\xi_1, ξ2\xi_2 with values in a group X=Rn×DX=\mathbb{R}^n\times D, where DD is a discrete Abelian group, which are characterized by the symmetry of the conditional distribution of the linear statistic L2=ξ1+δξ2L_2 = \xi_1 + \delta\xi_2 given L1=ξ1+ξ2L_1 = \xi_1 + \xi_2, where δ\delta is a topological automorphism of XX such that Ker(I+δ)={0}{Ker}(I+\delta)=\{0\}.

Keywords

Cite

@article{arxiv.2007.12241,
  title  = {The Heyde theorem on a group $\mathbb{R}^n\times D$, where $D$ is a discrete Abelian group},
  author = {Margaryta Myronyuk},
  journal= {arXiv preprint arXiv:2007.12241},
  year   = {2020}
}