Abstract:
Let X be a connected locally compact separable metric Abelian group, μ be a symmetric Gaussian distribution (G. d.) on X. It is proved that if X is a group of finite dimension l, then there exist a continuous homomorphism p:Rl→X (independent of μ) and a G. d. M on Rl such that μ=p(M). If X is an infinite-dimensional group, then there exist a continuous homomorphism p:R∞→X (independent of μ) and a G. d. M on R∞ such that μ=p(M); here R∞ is the space of all real sequences with the topology determined by the coordinate convergence. By means of these results, the singularity of G. d.'s (with respect to the Haar measure) on not locally connected groups is proved. It is also proved that any two G. d.'s on finite-dimensional groups are either mutually absolutely continuous or singular. For infinite-dimensional groups an analogous result is established under the assumption that the group in question contains no subgroup isomorphic to the circle group T.
Citation:
G. M. Fel'dman, “On Gaussian distributions on locally compact Abelian groups”, Teor. Veroyatnost. i Primenen., 23:3 (1978), 548–563; Theory Probab. Appl., 23:2 (1979), 529–542
\Bibitem{Fel78}
\by G.~M.~Fel'dman
\paper On Gaussian distributions on locally compact Abelian groups
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 3
\pages 548--563
\mathnet{http://mi.mathnet.ru/tvp3075}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=509729}
\zmath{https://zbmath.org/?q=an:0388.60012}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 23
\issue 2
\pages 529--542
\crossref{https://doi.org/10.1137/1123062}
Linking options:
https://www.mathnet.ru/eng/tvp3075
https://www.mathnet.ru/eng/tvp/v23/i3/p548
This publication is cited in the following 20 articles:
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Alexander Il'inskii, “I.V. Ostrovskii's Work on Arithmetic of Probability Laws”, Z. mat. fiz. anal. geom., 20:3 (2024), 332
G. M. Feldman, “On a Characterization of Shifts of Haar Distributions on Compact Open Subgroups of a Compact Abelian Group”, Results Math, 78:4 (2023)
Feldman G., “A Characterization Theorem on Compact Abelian Groups”, J. Fourier Anal. Appl., 27:5 (2021), 86
Feldman G., “On a Generalisation of the Skitovich-Darmois Theorem For Several Linear Forms on Abelian Groups”, Aequ. Math., 94:2 (2020), 369–380
Myronyuk M., “On a Group Analogue of the Heyde Theorem”, Forum Math., 32:2 (2020), 307–318
Myronyuk M., “Characterization of Distributions of Q-Independent Random Variables on Locally Compact Abelian Groups”, Stat. Probab. Lett., 152 (2019), 82–88
Ll'inskii A., “On Notions of Q-Independence and Q-Identical Distributiveness”, Stat. Probab. Lett., 140 (2018), 33–36
Feldman G. Myronyuk M., “On the Skitovich-Darmois Theorem For Some Locally Compact Abelian Groups”, Aequ. Math., 92:6 (2018), 1129–1147
Gennadiy Feldman, “Characterization theorems for Q-independent random variables with values in a locally compact Abelian group”, Aequat. Math., 91:5 (2017), 949
G. M. Feldman, “Gaussian measures in the sence of Bernstein: factorization, supports, zero-one law”, Theory Probab. Appl., 56:3 (2011), 359–375
Feldman G.M., “Gaussovskie raspredeleniya v smysle bernshteina na lokalno kompaktnykh abelevykh gruppakh”, Doklady Akademii nauk, 440:3 (2011), 314–316
G. M. Feldman, “Gaussian distributions in the sense of Bernstein on locally compact Abelian groups”, Dokl. Math., 84:2 (2011), 653
G.M. Feldman, “The Heyde theorem for locally compact Abelian groups”, Journal of Functional Analysis, 258:12 (2010), 3977
G. M. Feldman, “The Cauchy distribution on abelian groups and its characterization”, Theory Probab. Appl., 36:4 (1991), 670–681
I. V. Ostrovskii, “Arithmetic of probability distributions”, Theory Probab. Appl., 31:1 (1987), 1–24
G. M. Feldman, “Gaussian distributions in the sense of Bernstein on groups”, Theory Probab. Appl., 31:1 (1987), 40–49
G.M Feldman, A.E Fryntov, “On the decomposition of the convolution of a Gaussian and poisson distribution on locally compact Abelian groups”, Journal of Multivariate Analysis, 13:1 (1983), 148
G. M. Feldman, A. E. Fryntov, “Expansion of a convolution of gaussian and poisson distributions of locally compact Abelian groups”, Funct. Anal. Appl., 13:4 (1979), 316–317