Characterization of probability distributions on locally compact Abelian groups /

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Bibliographic Details
Author / Creator:Felʹdman, G. M. (Gennadiĭ Mikhaĭlovich), author.
Imprint:Providence, Rhode Island : American Mathematical Society, [2023]
©2023
Description:ix, 240 pages : illustrations ; 26 cm.
Language:English
Series:Mathematical surveys and monographs, 0076-5376 ; volume 273
Mathematical surveys and monographs ; no. 273.
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/13125102
Hidden Bibliographic Details
Other authors / contributors:American Mathematical Society, issuing body.
ISBN:9781470472955
1470472953
9781470473266
Notes:Includes bibliographical references and indexes.
Summary:"It is well known that if two independent identically distributed random variables are Gaussian, then their sum and difference are also independent. It turns out that only Gaussian random variables have such property. This statement, known as the famous Kac-Bernstein theorem, is a typical example of a so-called characterization theorem. Characterization theorems in mathematical statistics are statements in which the description of possible distributions of random variables follows from properties of some functions of these random variables. The first results in this area are associated with famous 20th century mathematicians such as G. Pólya, M. Kac, S. N. Bernstein, and Yu. V. Linnik. By now, the corresponding theory on the real line has basically been constructed. The problem of extending the classical characterization theorems to various algebraic structures has been actively studied in recent decades. The purpose of this book is to provide a comprehensive and self-contained overview of the current state of the theory of characterization problems on locally compact Abelian groups. The book will be useful to everyone with some familiarity of abstract harmonic analysis who is interested in probability distributions and functional equations on groups" --

MARC

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100 1 |a Felʹdman, G. M.  |q (Gennadiĭ Mikhaĭlovich),  |e author. 
245 1 0 |a Characterization of probability distributions on locally compact Abelian groups /  |c Gennadiy Feldman. 
264 1 |a Providence, Rhode Island :  |b American Mathematical Society,  |c [2023] 
264 4 |c ©2023 
300 |a ix, 240 pages :  |b illustrations ;  |c 26 cm. 
336 |a text  |b txt  |2 rdacontent 
337 |a unmediated  |b n  |2 rdamedia 
338 |a volume  |b nc  |2 rdacarrier 
490 1 |a Mathematical surveys and monographs,  |x 0076-5376 ;  |v volume 273 
504 |a Includes bibliographical references and indexes. 
505 0 |a Independent random variables with independent sum and difference -- Characterization of probability distributions through the independence of linear forms -- Characterization of probability distributions through the symmetry of the conditional distribution of one linear form given another -- Characterization theorems on the field of p-adic numbers -- Miscellaneous characterization theorems. 
520 |a "It is well known that if two independent identically distributed random variables are Gaussian, then their sum and difference are also independent. It turns out that only Gaussian random variables have such property. This statement, known as the famous Kac-Bernstein theorem, is a typical example of a so-called characterization theorem. Characterization theorems in mathematical statistics are statements in which the description of possible distributions of random variables follows from properties of some functions of these random variables. The first results in this area are associated with famous 20th century mathematicians such as G. Pólya, M. Kac, S. N. Bernstein, and Yu. V. Linnik. By now, the corresponding theory on the real line has basically been constructed. The problem of extending the classical characterization theorems to various algebraic structures has been actively studied in recent decades. The purpose of this book is to provide a comprehensive and self-contained overview of the current state of the theory of characterization problems on locally compact Abelian groups. The book will be useful to everyone with some familiarity of abstract harmonic analysis who is interested in probability distributions and functional equations on groups" --  |c Provided by publisher. 
650 0 |a Locally compact Abelian groups. 
650 0 |a Distribution (Probability theory) 
650 7 |a Distribution (Probability theory)  |2 fast  |0 (OCoLC)fst00895600 
650 7 |a Locally compact Abelian groups.  |2 fast  |0 (OCoLC)fst01001671 
710 2 |a American Mathematical Society,  |e issuing body. 
830 0 |a Mathematical surveys and monographs ;  |v no. 273. 
929 |a cat 
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927 |t Library of Congress classification  |a QA387.F445 2023  |l Eck  |c Eck-Eck  |g SEPS  |b 118441041  |i 10493067