Prove that if (f(t)) is a characteristic function, then the function [ varphi(t)=e^{f(t)-1} ] is also a

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Prove that if $f(t)$ is a characteristic function, then the function

\[ \varphi(t)=e^{f(t)-1} \]

is also a characteristic function.

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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Question Posted: May 06, 2024 04:02 AM

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Prove that if (f(t)) is a characteristic function, then the function [ varphi(t)=e^{f(t)-1} ] is also a

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Theory Of Probability

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