Question: Prove that if (F(x)) is a distribution function, (f(t)) the corresponding characteristic function, and (x_{v}) are abscissas of jumps in the function (F(x)), then [
Prove that if \(F(x)\) is a distribution function, \(f(t)\) the corresponding characteristic function, and \(x_{v}\) are abscissas of jumps in the function \(F(x)\), then
\[ \lim _{T \rightarrow \infty} \frac{1}{2 T} \int_{-T}^{T}|f(t)|^{2} d t=\sum_{v}\left\{F\left(x_{v}+0\right)-F\left(x_{v}-0\right)\right\} \]
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