Characterization of distributions of Q-independent random variables on locally compact Abelian groups

Publication date: Available online 27 April 2019Source: Statistics & Probability LettersAuthor(s): Margaryta MyronyukAbstractLet X be a second countable locally compact Abelian group. We prove some group analogues of the Skitovich–Darmois, Heyde and Kac–Bernstein characterisation theorems for Q-independent random variables taking values in the group X.

Source: Statistics and Probability Letters - April 28, 2019 Category: Statistics Source Type: research