On the imaginary part of the characteristic function
Abstract
Suppose that is the characteristic function of a probability measure on the real line . In this paper, we deal with the following problem posed by N.G. Ushakov: Is it true that is never determined by its imaginary part ? In other words, is it true that for any characteristic function there exists a characteristic function such that but ? We study this question in the more general case of the characteristic function defined on an arbitrary locally compact abelian group. A characterization of what characteristic functions are uniquely determined by their imaginary parts are given. As a consequence of this characterization, we obtain that several frequently used characteristic functions on the classical locally compact abelian groups are uniquely determined by their imaginary parts.
Cite
@article{arxiv.2009.03960,
title = {On the imaginary part of the characteristic function},
author = {Saulius Norvidas},
journal= {arXiv preprint arXiv:2009.03960},
year = {2020}
}
Comments
11 pages