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On a characterization of the normal distribution by means of identically distributed linear forms
Authors:M Riedel
Institution:Karl-Marx-Universität, Leipzig, German Democratic Republic
Abstract:Let X1, X2,…, be independent, identically distributed random variables. Suppose that the linear forms L1 = Σj=1ajXj and L2 = Σj=1bjXj exist with probability one and are identically distributed; necessary and sufficient conditions assuring that X1 is normally distributed are presented. The result is an extension of a theorem of Linnik (Ukrainian Math. J.5 (1953), 207–243, 247–290) concerning the case that the linear forms L1 and L2 have a finite number of nonvanishing components. This proof only makes use of elementary properties of characteristic functions and of meromorphic functions.
Keywords:60E10  Characterization  linear forms  meromorphic functions  normal distribution
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