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Let $\Omega_p$ be the group of $p$-adic numbers, $ \xi_1$, $\xi_2$, $\xi_3$ be independent random variables with values in $\Omega_p$ and distributions $\mu_1$, $\mu_2$, $\mu_3$. Let $\alpha_j, \beta_j, \gamma_j$ be topological…

Number Theory · Mathematics 2017-11-29 Margaryta Myronyuk

According to the well-known Heyde 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 the other. We study…

Probability · Mathematics 2020-11-10 G. M. 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 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 $n$ independent random variables given another. In the article, we…

Probability · Mathematics 2026-01-07 Gennadiy Feldman

Let $X$ be a compact connected Abelian group. It is well-known that then there exist topological automorphisms $\alpha_j, \beta_j $ of $X$ and independent random variables $\xi_1$ and $\xi_2$ with values in $X$ and distributions $\mu_1,…

Probability · Mathematics 2013-03-19 Ivan Mazur

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

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. In the article, we…

Probability · Mathematics 2025-02-14 Gennadiy Feldman

We prove the following analogue of the classical Skitovich--Darmois theorem for complex random variables. Let $\alpha=a+ib$ be a nonzero complex number. Then the following statements hold. $1$. Let either $b\ne 0$, or $b=0$ and $a>0$. Let…

Probability · Mathematics 2020-01-23 G. M. Feldman

Let X be a compact Abelian group. In the article we obtain a characterization of shifts of Haar distributions on compact open subgroups of the group X by the symmetry of the conditional distribution of one linear form of independent random…

Probability · Mathematics 2023-04-04 Gennadiy 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

Let either $X=\mathbf{R}\times\mathbf{T}$ or $X=\Sigma_\text{\boldmath $a$}\times\mathbf{T}$, where $\mathbf{R}$ is the additive group of real number, $\mathbf{T}$ is the cycle group and $\Sigma_\text{\boldmath $a$}$ is an $\text{\boldmath…

Probability · Mathematics 2013-10-30 G. M. Feldman , M. V. Myronyuk

The well-known Heyde theorem characterizes the Gaussian distributions on the real line by the symmetry of the conditional distribution of one linear form of independent random variables given another. We generalize this theorem to groups of…

Probability · Mathematics 2024-05-31 Gennadiy Feldman

The main result of this paper states that for independent random variables $X, Y$ taking values in a compact metrisable abelian group, $X + Y$ has the same distribution as $X$, if and only if there exists a compact subgroup $A$ such that…

Probability · Mathematics 2013-09-04 Michal Stanislaw Wojcik

Let $X_1,\ldots,X_n$ be independent identically distributed random vectors in $\mathbb{R}^d$. We consider upper bounds on $\max_x \mathbb{P}(a_1X_1+\cdots+a_nX_n=x)$ under various restrictions on $X_i$ and the weights $a_i$. When…

Probability · Mathematics 2020-08-04 Tomas Juškevičius , Valentas Kurauskas

Suppose that A_1,\dots, A_N are independent random matrices whose atoms are iid copies of a random variable \xi of mean zero and variance one. It is known from the works of Newman et. al. in the late 80s that when \xi is gaussian then…

Probability · Mathematics 2016-07-13 Hoi H. Nguyen

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

We analyze the distribution of $\sum_{i=1}^m v_i \bx_i$ where $\bx_1,...,\bx_m$ are fixed vectors from some lattice $\cL \subset \R^n$ (say $\Z^n$) and $v_1,...,v_m$ are chosen independently from a discrete Gaussian distribution over $\Z$.…

Cryptography and Security · Computer Science 2014-01-13 Divesh Aggarwal , Oded Regev

Motivated by an eigenvalue-eigenfunction problem posed in IR^n x {\Omega}, where {\Omega} is a probability space, we are concerned in this paper with the Sobolev space on groups. Hence it is established an equivalence between locally…

Analysis of PDEs · Mathematics 2022-06-07 Vernny Ccajma , Wladimir Neves , Jean Silva

Let $\{X_i,i=1,2,...\}$ be i.i.d. standard gaussian variables. Let $S_n=X_1+...+X_n$ be the sequence of partial sums and $$ L_n=\max_{0\leq i<j\leq n}\frac{S_j-S_i}{\sqrt{j-i}}. $$ We show that the distribution of $L_n$, appropriately…

Probability · Mathematics 2008-06-06 Zakhar Kabluchko

Let $X,X_1,\ldots,X_n$ be independent identically distributed random variables. The paper deals with the question about the behavior of the concentration function of the random variable $\sum\limits_{k=1}^{n}X_k a_k$ according to the…

Probability · Mathematics 2013-03-19 Yu. S. Eliseeva