Question: 1.*2. Let feu, t) be a function on ( 00, (0) x ( 00, (0) such that for each u, f (u, .) is a
1.*2. Let feu, t) be a function on ( 00, (0) x ( 00, (0) such that for each u, f (u, .) is a ch.f. and for each t, f (-, t) is a continuous function; then
[00 .J -00 feu, t) dG(u)
is a ch.f. for any d.f. G. In particular, if f is a ch.f. such that limt~oo f(t)
exists and G a d.f. with G(O) 0, then
~OO (tl .r f; dG(u) is a ch.f.
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