References & Citations
Mathematics > Probability
Title: On a characterization theorem in the space $\mathbb{R}^n$
(Submitted on 3 Jul 2023)
Abstract: By Heyde's theorem, the class of Gaussian distributions on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. We prove an analogue of this theorem for two independent random vectors taking values in the space $\mathbb{R}^n$. The obtained class of distributions consists of convolutions of Gaussian distributions and a distribution supported in a subspace, which is determined by coefficients of the linear forms.
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