English

The Skitovich-Darmois theorem for discrete and compact totally disconnected Abelian groups

Probability 2011-12-08 v1

Abstract

Let XX be an Abelian group of the form X=Rm×K×DX=\mathbb{R}^m\times K\times D, where m0m\geq 0, KK is a compact totally disconnected group of the special form, DD is a discrete group. Let ξi,i=1,2,...,n,n2,\xi_i, i=1,2,...,n,n\geq 2, be independent random variables with values in XX and distributions μi\mu_i, and αij,i,j=1,2,...,n,\alpha_{ij},i,j=1,2,...,n, be topological automorphisms of XX. We prove that the independence of the linear forms Lj=i=1nαijξi,j=1,2,...,n,L_j=\sum_{i=1}^{n}\alpha_{ij}\xi_i,j=1,2,...,n, implies that all μi\mu_i 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 nn 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}
}