Prove that the functions [ f_{1}(t)=sum_{k=0}^{infty} a_{k} cos k t, quad f_{2}(t)=sum_{k=0}^{infty} a_{k} e^{i lambda_{k} t} ]
Question:
Prove that the functions
\[ f_{1}(t)=\sum_{k=0}^{\infty} a_{k} \cos k t, \quad f_{2}(t)=\sum_{k=0}^{\infty} a_{k} e^{i \lambda_{k} t} \]
where \(a_{k} \geqslant 0\) and \(\sum_{k=0}^{\infty} a_{k}=1\) are characteristic functions; determine the corresponding probability distributions.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: