Question: 1.*8. Interpret the remarkable trigonometric identity . 00 Sillt = Ilcos ~ t 2n n=l in tenns of ch.f.'s, and hence by addition of independent

1.*8. Interpret the remarkable trigonometric identity

. 00 Sillt = Ilcos ~

t 2n n=l in tenns of ch.f.'s, and hence by addition of independent r.v.'s. (This is an example of Exercise 4 of Sec. 6.1.)

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1.*8. Interpret the remarkable trigonometric identity . 00 Sillt = Ilcos ~ t 2n n=l in tenns of ch.f.'s, and hence by addition of independent r.v.'s. (This is an example of Exercise 4 of Sec. 6.1.)

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