English

The Kagan characterization theorem on Banach spaces

Probability 2022-11-24 v1 Statistics Theory Statistics Theory

Abstract

A. Kagan introduced classes of distributions Dm,k\mathcal{D}_{m,k} in mm-dimensional space Rm\mathbb{R}^m. He proved that if the joint distribution of mm linear forms of nn independent random variables belong to the class Dm,m1\mathcal{D}_{m,m-1} then the random variables are Gaussian. If m=2m=2 then the Kagan theorem implies the well-known Darmois-Skitovich theorem, where the Gaussian distribution is characterized by the independence of two linear forms of nn independent random variables. In the paper we describe Banach spaces where the analogue of the Kagan theorem is valid.

Keywords

Cite

@article{arxiv.2211.13021,
  title  = {The Kagan characterization theorem on Banach spaces},
  author = {Margaryta Myronyuk},
  journal= {arXiv preprint arXiv:2211.13021},
  year   = {2022}
}
R2 v1 2026-06-28T06:40:58.066Z