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} ]

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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.

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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