Question: 8. Let & be a Gaussian random variable and do, a1, ..., an some real num- bers. Prove that the characteristic function of the random

 8. Let & be a Gaussian random variable and do, a1,

8. Let & be a Gaussian random variable and do, a1, ..., an some real num- bers. Prove that the characteristic function of the random variable n = do + aid + ... + ang" is infinitely differentiable

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