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The Heyde characterization theorem on compact totally disconnected and connected Abelian groups

Published 23 Sep 2021 in math.PR | (2109.11584v1)

Abstract: By the well-known Heyde theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. In the case of two independent random variables we give a complete description of compact totally disconnected Abelian groups X, where an analogue of this theorem is valid. We also prove that even a weak analogue of the Heyde theorem fails on compact connected Abelian groups X. Coefficients of considered linear forms are topological automorphisms of X. The proofs are based on the study of solutions of a functional equation on the character group of the group X in the class of Fourier transforms of probability distributions.

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