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JOURNALS // Zhurnal Matematicheskoi Fiziki, Analiza, Geometrii [Journal of Mathematical Physics, Analysis, Geometry] // Archive

Mat. Fiz. Anal. Geom., 2004 Volume 11, Number 2, Pages 177–188 (Mi jmag199)

This article is cited in 3 papers

On the Bernstein functional equation

M. V. Mironyuk

B. Verkin Institute for Low Temperature Physics and Engineering, National Academy of Sciences of Ukraine, Khar'kov

Abstract: We give two proofs of the Bernstein theorem about characterization of the Gaussian distribution by the independence of the sum and the difference of independent random variables. These proofs use neither the Cramer theorem about decomposition of a Gaussian distribution nor the finite difference method. Due to this fact our proofs without changes are carried over to the case of a locally compact Abelian group with single-valued division by two, provided that the characteristic functions of the considering distributions do not vanish. We use the last result for the description of all locally compact Abelian groups for which the Bernstein theorem is valid.

MSC: 39B99, 60B15, 62E10

Received: 24.11.2003



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