On Urbanik's characterization of Gaussian measures on locally compact abelian groups
Let X be a countable discrete Abelian group, Aut(X) the set of automorphisms of X, and I(X) the set of idempotent distributions on X. Assume that α₁, α₂, β₁, β₂ ∈ Aut(X) satisfy . Let ξ₁, ξ₂ be independent random variables with values in X and distributions μ₁, μ₂. We prove that the symmetry of the conditional distribution of L₂ = β₁ξ₁ + β₂ξ₂ given L₁ = α₁ξ₁ + α₂ξ₂ implies that μ₁, μ₂ ∈ I(X) if and only if the group X contains no elements of order two. This theorem can be considered as an analogue...
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