If f is a ch.f., then show that / is positive definite; i.e., for all tk, t1

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If f is a ch.f., then show that / is positive definite; i.e., for all tk, t1 reals and all complex numbers zk, z1, we have

for every integer n ‰¥ 1.

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An Introduction to Measure Theoretic Probability

ISBN: 978-0128000427

2nd edition

Authors: George G. Roussas

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Question Posted: Mar 25, 2016 03:35 AM

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If f is a ch.f., then show that / is positive definite; i.e., for all tk, t1

Question:

R FI PL 1,10 k)k に1 lel

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Indeed if F is the df correspondin...View the full answer

An Introduction to Measure Theoretic Probability

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