On a characterization of probability distributions on locally compact abelian groups |
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Authors: | Dr. B. L. S. Prakasa Rao |
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Affiliation: | (1) Department of Mathematics, University of Illinois, 61801 Urbana, Illinois, USA |
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Abstract: | ![]() Summary In one of his recent papers, I. J.Kotlarski has proved the following result. IfX1,X2,X3 are three independent real random variables and if the characteristic function of the pair (Z1,Z2) whereZ1=X1-X2,Z2=X1-X3 does not vanish, then the distribution of (Z1,Z2) determines the distributions ofX1,X2,X3 up to a change of location. He extended this result to random variables taking values in a Hilbert space in another paper. Our aim in this paper is to extend the above result to probability distributions on locally compact abelian groups. |
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