A note on harmonic continuation of characteristic function

Published 9 Sep 2020 in math.CA and math.PR | (2009.04449v1)

Abstract: We propose a necessary and sufficient condition for a real-valued function on the real line to be a characteristic function of a probability measures. The statement is given in terms of harmonic functions and completely monotonic functions.

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Authors (1)

Saulius Norvidas

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