1.

Record Nr.

UNINA9910151935103321

Autore

Feldman Gennadiy

Titolo

Functional Equations and Characterization Problems on Locally Compact Abelian Groups [[electronic resource] /] / Gennadiy Feldman

Pubbl/distr/stampa

Zuerich, Switzerland, : European Mathematical Society Publishing House, 2008

ISBN

3-03719-545-2

Descrizione fisica

1 online resource (268 pages)

Collana

EMS Tracts in Mathematics (ETM) ; 5

Classificazione

60-xx43-xx62-xx

Soggetti

Probability & statistics

Probability theory and stochastic processes

Abstract harmonic analysis

Statistics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Sommario/riassunto

This book deals with the characterization of probability distributions. It is well  known that both the sum and the difference of two Gaussian independent  random variables with equal variance are independent as well. The converse statement was  proved independently by M. Kac and S. N. Bernstein. This result is a famous  example of a characterization theorem. In general, characterization problems  in mathematical statistics are statements in which the description of possible  distributions of random variables follows from properties of some functions in  these variables.      In recent years, a great deal of attention has been focused upon generalizing  the classical characterization theorems to random variables with values in  various algebraic structures such as locally compact Abelian groups, Lie  groups, quantum groups, or symmetric spaces. The present book is aimed at  the generalization of some well-known characterization theorems to the case  of independent random variables taking values in a locally compact Abelian  group X. The main attention is paid to the characterization of the Gaussian  and the idempotent distribution (group analogs of the Kac-Bernstein,  Skitovich-Darmois, and Heyde



theorems). The solution of the corresponding  problems is reduced to the solution of some functional equations in the  class of continuous positive definite functions defined on the character group  of X. Group analogs of the Cramér and Marcinkiewicz theorems are also  studied.      The author is an expert in algebraic probability theory. His comprehensive  and self-contained monograph is addressed to mathematicians working in  probability theory on algebraic structures, abstract harmonic analysis,  and functional equations. The book concludes with comments and unsolved  problems that provide further stimulation for future research in the theory.