English
Related papers

Related papers: The Kagan characterization theorem on Banach space…

200 papers

A.M. Kagan introduced a class of distributions $\mathcal{D}_{m, k}$ in $\mathbb{R}^m$ and proved that if the joint distribution of $m$ linear forms of $n$ independent random variables belongs to the class $\mathcal{D}_{m, m-1}$, then the…

Probability · Mathematics 2019-08-05 Gennadiy Feldman

By Heyde's theorem, the class of Gaussian distributions on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. We prove an analogue of this theorem…

Probability · Mathematics 2023-07-04 G. M. Feldman

By the Heyde theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of of $n$ independent random variables given another. When $n=2$ we prove analogues of this…

Probability · Mathematics 2017-02-08 G. M. Feldman

Let $\Omega_p$ be the group of $p$-adic numbers, $ \xi_1$ and $\xi_2$ be independent random variables with values in $\Omega_p$ and distributions $\mu_1$ and $\mu_2$. Let $\alpha_j, \beta_j$ be topological automorphisms of $\Omega_p$.…

Probability · Mathematics 2013-09-27 Gennadiy Feldman

L. Klebanov proved the following theorem. Let $\xi_1, \dots, \xi_n$ be independent random variables. Consider linear forms $L_1=a_1\xi_1+\cdots+a_n\xi_n,$ $L_2=b_1\xi_1+\cdots+b_n\xi_n,$ $L_3=c_1\xi_1+\cdots+c_n\xi_n,$…

Probability · Mathematics 2025-12-02 Margaryta Myronyuk

Let $X$ be an Abelian group of the form $X=\mathbb{R}^m\times K\times D$, where $m\geq 0$, $K$ is a compact totally disconnected group of the special form, $D$ is a discrete group. Let $\xi_i, i=1,2,...,n,n\geq 2,$ be independent random…

Probability · Mathematics 2011-12-08 Mazur Ivan

Kagan and Shalaevski 1967 have shown that if the random variables $X_1,\dots,X_n$ are independent and identically distributed and the distribution of $\sum_{i=1}^n(X_i+a_i)^2$ $a_i\in \mathbb{R}$ depends only on $\sum_{i=1}^na_i^2$ , then…

Probability · Mathematics 2016-09-06 Wiktor Ejsmont

It is well known Heyde's characterization of the Gaussian distribution on the real line: Let $\xi_1, \xi_2,\dots, \xi_n$, $n\ge 2,$ be independent random variables, let $\alpha_j, \beta_j$ be nonzero constants such that…

Probability · Mathematics 2018-11-29 Gennadiy Feldman

Let $X$ be a locally compact Abelian group, $Y$ be its character group. Following A. Kagan and G. Sz\'ekely we introduce a notion of $Q$-independence for random variables with values in $X$. We prove group analogues of the Cram\'er,…

Probability · Mathematics 2017-03-21 Gennadiy Feldman

According to the Heyde theorem the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. We prove an analogue of this…

Probability · Mathematics 2019-12-03 G. M. Feldman

Let $X$ be a second countable locally compact Abelian group. We prove some group analogues of the Skitovich--Darmois, Heyde and Kac--Bernstein characterisation theorems for $Q$-independent random variables taking values in the group $X$.…

Probability · Mathematics 2018-01-08 Margaryta Myronyuk

Available in the literature are properties which characterize the gamma distribution via independence of two appropriately chosen statistics. Well-known is the classical result when one of the statistics is the sample mean and the other one…

Probability · Mathematics 2022-07-26 Gwo Dong Lin , Jordan M. Stoyanov

For linear random dynamical systems in a separable Banach space $X$, we derived a series of Krein-Rutman type Theorems with respect to co-invariant cone family with rank-$k$, which present a (quasi)-equivalence relation between the…

Dynamical Systems · Mathematics 2015-07-03 Zeng Lian , Yi Wang

By the well-known Heyde theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. In the case of two independent…

Probability · Mathematics 2021-09-27 Gennadiy Feldman

It is well known that the independence of the sample mean and the sample variance characterizes the normal distribution. By using Anosov's theorem, we further investigate the analogous characteristic properties in terms of the sample mean…

Statistics Theory · Mathematics 2021-12-14 Chin-Yuan Hu , Gwo Dong Lin

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…

Functional Analysis · Mathematics 2020-07-27 Margaryta Myronyuk

L. Klebanov proved the following theorem. Let $\xi_1, \dots, \xi_n$ be independent random variables. Consider linear forms $L_1=a_1\xi_1+\cdots+a_n\xi_n,$ $L_2=b_1\xi_1+\cdots+b_n\xi_n,$ $L_3=c_1\xi_1+\cdots+c_n\xi_n,$…

Probability · Mathematics 2023-08-11 Margaryta Myronyuk

Classical isomorphism theorems due to Dynkin, Eisenbaum, Le Jan, and Sznitman establish equalities between the correlation functions or distributions of occupation times of random paths or ensembles of paths and Markovian fields, such as…

Probability · Mathematics 2021-11-03 Adrien Kassel , Thierry Lévy

According to the well-known Heyde theorem the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. We study analogues of…

Probability · Mathematics 2022-07-08 Gennadiy Feldman

In this paper, we study random features manifested in components of energy eigenfunctions of quantum chaotic systems, given in the basis of unperturbed, integrable systems. Based on semiclassical analysis, particularly on Berry's…

Statistical Mechanics · Physics 2023-03-31 Jiaozi Wang , Wen-ge Wang
‹ Prev 1 2 3 10 Next ›