000 | 03391nam a22004095a 4500 | ||
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001 | 77-091109 | ||
003 | CH-001817-3 | ||
005 | 20170613140742.0 | ||
006 | a fot ||| 0| | ||
007 | cr nn mmmmamaa | ||
008 | 091109e20080429sz fot ||| 0|eng d | ||
020 | _a9783037195451 | ||
024 | 7 | 0 |
_a10.4171/045 _2doi |
040 | _ach0018173 | ||
072 | 7 |
_aPBT _2bicssc |
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084 |
_a60-xx _a43-xx _a62-xx _2msc |
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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 |
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264 | 1 |
_aZuerich, Switzerland : _bEuropean Mathematical Society Publishing House, _c2008 |
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300 | _a1 online resource (268 pages) | ||
336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 0 |
_aEMS Tracts in Mathematics (ETM) _v5 |
|
506 | 1 |
_aRestricted to subscribers: _uhttp://www.ems-ph.org/ebooks.php |
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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 |
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999 |
_c50386 _d50386 |