Characterization theorems for -independent random variables with values in a locally compact Abelian group
arXiv:1703.06484
Abstract
Let be a locally compact Abelian group, be its character group. Following A. Kagan and G. Székely we introduce a notion of -independence for random variables with values in . We prove group analogues of the Cramér, Kac-Bernstein, Skitovich-Darmois and Heyde theorems for -independent random variables with values in . The proofs of these theorems are reduced to solving some functional equations on the group .