D. Neuenschwander et al., CHARACTERIZATIONS OF GAUSSIAN DISTRIBUTIONS ON SIMPLY CONNECTED NILPOTENT LIE-GROUPS AND SYMMETRICAL SPACES, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 324(1), 1997, pp. 87-92
For simply connected nilpotent Lie groups, we show that a probability
measure is gaussian in the sense of Bernstein (for a definition thereo
f which in a natural way involves non-commutativity) iff it is a gauss
ian measure in the classical sense concentrated on an abelian subgroup
. Furthermore we carry over the Skitovic-Darmois theorem to symmetric
spaces of non-compact type.