Identically distributed random vectors on locally compact Abelian groups

Abstract

L. Klebanov proved the following theorem. Let 1, …, n be independent random variables. Consider linear forms L1=a11+·s+ann, L2=b11+·s+bnn, L3=c11+·s+cnn, L4=d11+·s+dnn, where the coefficients aj, bj, cj, dj are real numbers. If the random vectors (L1,L2) and (L3,L4) are identically distributed, then all i for which aidj-bicj≠ 0 for all j=1,n are Gaussian random variables. The present article is devoted to an analog of the Klebanov theorem in the case when random variables take values in a locally compact Abelian group and the coefficients of the linear forms are integers.

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