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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2004 Volume 49, Issue 3, Pages 596–601 (Mi tvp210)

This article is cited in 14 papers

Short Communications

On the Skitovich–Darmois theorem for discrete abelian groups

G. M. Feldmana, P. Graczykb

a B. Verkin Institute for Low Temperature Physics and Engineering, National Academy of Sciences of Ukraine
b Département de Mathématiques, Université d'Angers

Abstract: The following theorem is proved: Let $X$ be a discrete countable Abelian group, let $\xi_1,\xi_2$ be independent random variables with values in the group $X$ and with distributions $\mu_1,\mu_2$, and let $\alpha_j,\beta_j$, $j=1, 2$, be automorphisms of the group $X$. Then the independence of the linear statistics $L_1=\alpha_1\xi_1 + \alpha_2\xi_2$ and $L_2=\beta_1\xi_1 + \beta_2\xi_2$ implies that $\mu_1$ and $\mu_2$ are idempotent distributions.

Keywords: independent linear statistics, discrete Abelian group, Skitovich–Darmois theorem.

Received: 11.06.2002

DOI: 10.4213/tvp210


 English version:
Theory of Probability and its Applications, 2005, 49:3, 527–531

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