Let g and h be real-valued functions defined on R for which «R g(x)dμ and «R h(x)dμ
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In particular, |ÉZ| ¤ É|Z|, where Z is a complex-valued r.v.; i.e., Z = X + iY with X and Y real-valued r.v.s.
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Related Book For
An Introduction to Measure Theoretic Probability
ISBN: 978-0128000427
2nd edition
Authors: George G. Roussas
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