Softcover ISBN: | 978-1-4704-7295-5 |
Product Code: | SURV/273 |
List Price: | $129.00 |
MAA Member Price: | $116.10 |
AMS Member Price: | $103.20 |
eBook ISBN: | 978-1-4704-7326-6 |
Product Code: | SURV/273.E |
List Price: | $125.00 |
MAA Member Price: | $112.50 |
AMS Member Price: | $100.00 |
Softcover ISBN: | 978-1-4704-7295-5 |
eBook: ISBN: | 978-1-4704-7326-6 |
Product Code: | SURV/273.B |
List Price: | $254.00 $191.50 |
MAA Member Price: | $228.60 $172.35 |
AMS Member Price: | $203.20 $153.20 |
Softcover ISBN: | 978-1-4704-7295-5 |
Product Code: | SURV/273 |
List Price: | $129.00 |
MAA Member Price: | $116.10 |
AMS Member Price: | $103.20 |
eBook ISBN: | 978-1-4704-7326-6 |
Product Code: | SURV/273.E |
List Price: | $125.00 |
MAA Member Price: | $112.50 |
AMS Member Price: | $100.00 |
Softcover ISBN: | 978-1-4704-7295-5 |
eBook ISBN: | 978-1-4704-7326-6 |
Product Code: | SURV/273.B |
List Price: | $254.00 $191.50 |
MAA Member Price: | $228.60 $172.35 |
AMS Member Price: | $203.20 $153.20 |
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Book DetailsMathematical Surveys and MonographsVolume: 273; 2023; 240 ppMSC: Primary 60; 62; 43; Secondary 39
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.
ReadershipGraduate students and researchers interested in probability distributions or functional equations on groups.
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Table of Contents
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Chapters
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Preliminaries
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Independent random variables with independent sum and difference
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Characterization of probability distributions through the independence of linear forms
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Characterization of probability distributions through the symmetry of the conditional distribution of one linear form given another
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Characterization theorems on the field of $p$-adic numbers
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Miscellaneous characterization theorems
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Additional Material
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Reviews
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This text will be a very useful resource to graduate students or researchers working on characterization theorem in harmonic analysis and probability theory. It can serve as a good reference book as the author has gone over several if not almost all results connected to the topic. The book is well written and very easy to read.
Norbert Youmbi, zbMATH
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RequestsReview Copy – for publishers of book reviewsAccessibility – to request an alternate format of an AMS title
- Book Details
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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.
Graduate students and researchers interested in probability distributions or functional equations on groups.
-
Chapters
-
Preliminaries
-
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
-
This text will be a very useful resource to graduate students or researchers working on characterization theorem in harmonic analysis and probability theory. It can serve as a good reference book as the author has gone over several if not almost all results connected to the topic. The book is well written and very easy to read.
Norbert Youmbi, zbMATH