Skitovich-Darmois theorem for finite Abelian groups
Let $X$ be a finite Abelian group, let $\xi_i,\; i = 1, 2, . . . , n,\; n ≥ 2$, be independent random variables with values in $X$ and distributions $\mu_i$, and let $\alpha_{ij},\; i, j = 1, 2, . . . , n$, be automorphisms of $X$. We prove that the independence of n linear forms $L_j = \sum_{i=1}^...
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| Datum: | 2011 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2011
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/2821 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | Let $X$ be a finite Abelian group, let $\xi_i,\; i = 1, 2, . . . , n,\; n ≥ 2$, be independent random variables with values in $X$ and distributions $\mu_i$, and let $\alpha_{ij},\; i, j = 1, 2, . . . , n$, be automorphisms of $X$.
We prove that the
independence of n linear forms $L_j = \sum_{i=1}^{n} \alpha_{ij} \xi_i$ implies that all $\mu_i$ are shifts of the Haar distributions on some subgroups of the group $X$. This theorem is an analog of the Skitovich – Darmois theorem for finite Abelian groups. |
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