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We prove the following analogue of the classical Skitovich–Darmois theorem for complex random variables. Let be a nonzero complex number. Then the following statements hold. . Let either , or and . Let and be independent complex random variables. Assume that the linear forms and are independent. Then are degenerate random variables. . Let and . Then there exist complex Gaussian random variables in the wide sense and such that they are not complex Gaussian random variables in the narrow sense, whereas the linear forms and are independent. We also study an analogue of the Heyde theorem for complex random variables.

生成讲解博客的中文版本

生成AI智能校验的中文版本