A Group Analogue of the Ghurye--Olkin--Ibragimov Theorem

Source abstract

According to the classical Skitovich--Darmois theorem, the Gaussian distribution on the real line is characterized by the independence of two linear forms of a finite number of independent random variables $ξ_j$. This theorem has been extended in various directions. In particular, S.G. Ghurye and I. Olkin established an analogous result for the case where $ξ_j$ are $n$-dimensional independent random vectors and the coefficients of the linear forms are invertible $n\times n$ matrices. Subsequently, A.A. Zinger and later I.A. Ibragimov investigated linear forms of an infinite sequence of $n$-dimensional independent random vectors. In the present paper, we investigate, for the first time, linear forms of a sequence of independent random variables taking values in a second-countable locally compact Abelian group $X$ under either of the following conditions: $X$ contains no nontrivial compact subgroups, or $X$ contains no subgroups topologically isomorphic to the circle group and has a finite topological automorphism group. Furthermore, we investigate the case where the independent random variables take values in an $\mathbf{a}$-adic solenoid $Σ_{\mathbf{a}}$. In all these settings, the coefficients of the linear forms are topological automorphisms of the corresponding group.