This book studies the problem of the decomposition of a given random variable into a sum of independent random variables (components). Starting from the famous Cramer theorem, which says that all components of a normal random variable are also normal random variables, the central feature of the book
Characterization of Probability Distributions on Locally Compact Abelian Groups
β Scribed by Gennadiy Feldman
- Publisher
- American Mathematical Society
- Year
- 2023
- Tongue
- English
- Leaves
- 253
- Series
- Mathematical Surveys and Monographs 273
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Table of Contents
Contents
Preface
Chapter I. Preliminaries
1. Results of abstract harmonic analysis
2. Probability distributions on topological Abelian groups
3. Gaussian distributions on locally compact Abelian groups
Chapter II. Independent random variables with independent sum and difference
4. Identically distributed random variables
5. General case
Chapter III. Characterization of probability distributions through the independence of linear forms
6. General characterization theorems
7. Shifts of idempotent distributions on discrete and compact totally disconnected Abelian groups
8. Gaussian distributions on the cylinder βΓπ
Chapter IV. Characterization of probability distributions through the symmetry of the conditional distribution of one linear form given another
9. Locally compact Abelian groups containing no elements of order 2
10. Discrete and compact totally disconnected Abelian groups
11. Locally compact Abelian groups containing an element of order 2
Chapter V. Characterization theorems on the field of π-adic numbers
12. SkitovichβDarmois theorem
13. Heyde theorem
14. Characterization of shifts of idempotent distributions through the independence of sum and difference squared
Chapter VI. Miscellaneous characterization theorems
15. Rao theorems
16. Generalized PΓ³lya theorem
Bibliography
Index of terms
Index of symbols
π SIMILAR VOLUMES
This book studies the problem of the decomposition of a given random variable into a sum of independent random variables (components). Starting from the famous CramΓ©r theorem, which says that all components of a normal random variable are also normal random variables, the central feature of the book
###############################################################################################################################################################################################################################################################
<p>Classical potential theory can be roughly characterized as the study of Newtonian potentials and the Laplace operator on the Euclidean space JR3. It was discovered around 1930 that there is a profound connection between classical potential 3 theory and the theory of Brownian motion in JR . The Br