On the Skitovich-Darmois theorem for some locally compact Abelian groups

Abstract

Let $X$ be a locally compact Abelian group, $\alpha_{j}, \beta_j$ be topological automorphisms of $X$. Let $\xi_1, \xi_2$ be independent random variables with values in $X$ and distributions $\mu_j$ with non-vanishing characteristic functions. It is known that if $X$ contains no subgroup topologically isomorphic to the circle group $\mathbb{T}$, then the independence of the linear forms $L_1=\alpha_1\xi_1+\alpha_2\xi_2$ and $L_2=\beta_1\xi_1+\beta_2\xi_2$ implies that $\mu_j$ are Gaussian distributions. We prove that if $X$ contains no subgroup topologically isomorphic to $\mathbb{T}^2$, then the independence of $L_1$ and $L_2$ implies that $\mu_j$ are either Gaussian distributions or convolutions of Gaussian distributions and signed measures supported in a subgroup of $X$ generated by an element of order 2. The proof is based on solving the Skitovich-Darmois functional equation on some locally compact Abelian groups.