A note about the deterministic property of characteristic functions
Articles
Saulius Norvidas
Institute of Data Science and Digital Technologies, Vilnius University
Published 2018-12-14
https://doi.org/10.15388/NA.2019.1.9
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Keywords

characteristic function
density function
entire function
probability measure
Bernstein space

How to Cite

Norvidas, S. (2018) “A note about the deterministic property of characteristic functions”, Nonlinear Analysis: Modelling and Control, 24(1), pp. 150–158. doi:10.15388/NA.2019.1.9.

Abstract

We study an extension property for characteristic functions f : Rn → C of probability measures. More precisely, let f be the characteristic function of a probability density φ on Rn, and let Uσ = {x ∈ Rn: mink|xk| > σ}, σ > 0, be a neighborhood of infinity. We say that f has the σ-deterministic property if for any other characteristic function g such that f = g on Uσ, it follows that f ≡ g. A sufficient condition on f to has the σ-deterministic property is given. We also discuss the question about how precise our sufficient condition is? These results show that the σ-deterministic property of f depends on an arithmetic structure of the support of φ.

 

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