On the deterministic property for characteristic functions of several variables
Classical Analysis and ODEs
2020-09-11 v1 Probability
Abstract
Assume that is the characteristic function of a probability measure on . Let . We study the following extrapolation problem: under what conditions on the neighborhood of infinity in does there exist a characteristic function on such that on , but ? Let have a nonzero absolutely continuous part with continuous density . In this paper certain sufficient conditions on and are given under which the latter question has an affirmative answer. We also address the optimality of these conditions. Our results indicate that not only does the size of both and the support matter, but also certain arithmetic properties of .
Keywords
Cite
@article{arxiv.2009.04498,
title = {On the deterministic property for characteristic functions of several variables},
author = {Saulius Norvidas},
journal= {arXiv preprint arXiv:2009.04498},
year = {2020}
}
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12 pages