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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1995 Volume 40, Issue 1, Pages 180–183 (Mi tvp3329)

This article is cited in 2 papers

Short Communications

On a group analogue of a theorem of A. M. Kagan

S. V. Lisyanoi

Kharkiv State University

Abstract: The well-known Darmois–Skitovich theorem characterizing the Gaussian distribution on the real line by the independence of two linear statistics was generalized by A. M. Kagan to the case of several linear forms. In the present paper A. M. Kagan's theorem is proved for a wide class of locally compact Abelian groups.

Keywords: Gaussian distribution, locally compact Abelian group, joint distribution of linear forms.

Received: 20.05.1992


 English version:
Theory of Probability and its Applications, 1995, 40:1, 165–167

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