The Kagan characterization theorem on Banach spaces
Probability
2022-11-24 v1 Statistics Theory
Statistics Theory
Abstract
A. Kagan introduced classes of distributions in -dimensional space . He proved that if the joint distribution of linear forms of independent random variables belong to the class then the random variables are Gaussian. If 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 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}
}