A note on harmonic continuation of characteristic function
Classical Analysis and ODEs
2020-09-10 v1 Probability
Abstract
We propose a necessary and sufficient condition for a real-valued function on the real line to be a characteristic function of a probability measures. The statement is given in terms of harmonic functions and completely monotonic functions.
Cite
@article{arxiv.2009.04449,
title = {A note on harmonic continuation of characteristic function},
author = {Saulius Norvidas},
journal= {arXiv preprint arXiv:2009.04449},
year = {2020}
}
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7 pages