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The Kagan characterization theorem on Banach spaces
Published 23 Nov 2022 in math.PR, math.ST, and stat.TH | (2211.13021v1)
Abstract: A. Kagan introduced classes of distributions $\mathcal{D}{m,k}$ in $m$-dimensional space $\mathbb{R}m$. He proved that if the joint distribution of $m$ linear forms of $n$ independent random variables belong to the class $\mathcal{D}{m,m-1}$ then the random variables are Gaussian. If $m=2$ then the Kagan theorem implies the well-known Darmois-Skitovich theorem, where the Gaussian distribution is characterized by the independence of two linear forms of $n$ independent random variables. In the paper we describe Banach spaces where the analogue of the Kagan theorem is valid.
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