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008 091109e20080429sz fot ||| 0|eng d
020 _a9783037195451
024 7 0 _a10.4171/045
_2doi
040 _ach0018173
072 7 _aPBT
_2bicssc
084 _a60-xx
_a43-xx
_a62-xx
_2msc
100 1 _aFeldman, Gennadiy,
_eauthor.
245 1 0 _aFunctional Equations and Characterization Problems on Locally Compact Abelian Groups
_h[electronic resource] /
_cGennadiy Feldman
260 3 _aZuerich, Switzerland :
_bEuropean Mathematical Society Publishing House,
_c2008
264 1 _aZuerich, Switzerland :
_bEuropean Mathematical Society Publishing House,
_c2008
300 _a1 online resource (268 pages)
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 0 _aEMS Tracts in Mathematics (ETM)
_v5
506 1 _aRestricted to subscribers:
_uhttp://www.ems-ph.org/ebooks.php
520 _aThis 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.
650 0 7 _aProbability & statistics
_2bicssc
650 0 7 _aProbability theory and stochastic processes
_2msc
650 0 7 _aAbstract harmonic analysis
_2msc
650 0 7 _aStatistics
_2msc
700 1 _aFeldman, Gennadiy,
_eauthor.
856 4 0 _uhttps://doi.org/10.4171/045
856 4 2 _3cover image
_uhttp://www.ems-ph.org/img/books/feldman_mini.jpg
942 _2EBK13762
_cEBK
999 _c50386
_d50386