Independent linear statistics on the cylinders
Probability
2013-10-30 v2
Abstract
Let either or X=\Sigma_\text{\boldmath a}\times\mathbf{T}, where is the additive group of real number, is the cycle group and \Sigma_\text{\boldmath a} is an \text{\boldmath a}-adic solenoid . Let , where be topological automorphisms of the group . We prove the following analogue of the well-known Skitovich--Darmois theorem for the group . Let , where , be independent random variables with values in the group and distributions such that their characteristic functions do not vanish. If the linear statistics , , and are independent, then all are Gaussian distributions.
Keywords
Cite
@article{arxiv.1212.2772,
title = {Independent linear statistics on the cylinders},
author = {G. M. Feldman and M. V. Myronyuk},
journal= {arXiv preprint arXiv:1212.2772},
year = {2013}
}