2020/07/23 by Myronyuk, Margaryta · 1 citation
#FOS: Mathematics #Functional Analysis (math.FA) #Primary 60B15 #Secondary 62E10 #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.2007.12241
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 describe distributions of independent random variables ξ1, ξ2 with values in a group X=ℝn× D, where D is a discrete Abelian group, which are characterized by the symmetry of the conditional distribution of the linear statistic L2 = ξ1 + δξ2 given L1 = ξ1 + ξ2, where δ is a topological automorphism of X such that Ker(I+δ)=\0\.