The Skitovich-Darmois theorem for discrete and compact totally disconnected Abelian groups
Probability
2011-12-08 v1
Abstract
Let be an Abelian group of the form , where , is a compact totally disconnected group of the special form, is a discrete group. Let be independent random variables with values in and distributions , and be topological automorphisms of . We prove that the independence of the linear forms implies that all are convolutions of Gaussian and idempotent distributions. This theorem can be considered as a generalization for the group X of the well-known Skitovich-Darmois theorem for linear forms.
Keywords
Cite
@article{arxiv.1112.1488,
title = {The Skitovich-Darmois theorem for discrete and compact totally disconnected Abelian groups},
author = {Mazur Ivan},
journal= {arXiv preprint arXiv:1112.1488},
year = {2011}
}