Related papers: A note on analytic continuation of characteristic …
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.
We provide necessary and sufficient conditions for a tempered distribution $F\in S'(R)$ to be positive definite. A generalized Cauchy transform $\widetilde{F}$ of $F$ is used as a numerical continuation of $F$ to the open upper and lower…
For a subfield K of C, we denote by C^K the category of algebras of functions defined on the globally subanalytic sets that are generated by all K-powers and logarithms of positively-valued globally subanalytic functions. For any function f…
It is a classical result in complex analysis that the class of functions that arise as the Cauchy transform of probability measures may be characterized entirely in terms of their analytic and asymptotic properties. Such transforms are a…
We give a local characterization of the class of functions having positive distributional derivative with respect to $\bar{z}$ that are almost everywhere equal to one of finitely many analytic functions and satisfy some mild non-degeneracy…
Let X be a separable Banach space which admits a separating polynomial; in particular X a separable Hilbert space. Let $f:X \rightarrow R$ be bounded, Lipschitz, and $C^1$ with uniformly continuous derivative. Then for each {\epsilon}>0,…
For a compact subset $K$ of the complex plane $\mathbb C,$ let $C(K)$ denote the algebra of continuous functions on $K$. For an open subset $U \subset K,$ let $A(K,U) \subset C(K)$ be the algebra of functions that are analytic in $U.$ We…
We consider approximations of a continuous function on a countable normed Fr\'{e}chet space by analytic and $*$-analytic. Also we found a criterium of the existence of an extension of a continuous function from a dense subspace of a…
For a function defined on an arbitrary subset of a Riemann surface, we give conditions which allow the function to be extended conformally. One folkloric consequence is that two common definitions of an analytic arc in ${\mathbb C}$ are…
Holomorphic functions are amazing because their values in an ever so small disk in the complex plane completely determine the function values at arbitrary points in their maximum possible domain. The process of extending such a function…
Let $X$ be an arbitrary real-valued random variable (r.v.), with the characteristic function (c.f.) $f$. Integral expressions for the c.f.\ of the r.v.'s $\max(0,X)$ in terms of $f$ are given, as well as other related results. Applications…
We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…
It is obtained necessary and sufficient conditions of dependence on $\aleph$ coordinates for functions of several variables, each of which is a product of metrizable factors. The set of discontinuity points of such functions is…
We define a characteristic function for probability measures on the signatures of geometric rough paths. We determine sufficient conditions under which a random variable is uniquely determined by its expected signature, thus partially…
High-order derivatives of analytic functions are expressible as Cauchy integrals over circular contours, which can very effectively be approximated, e.g., by trapezoidal sums. Whereas analytically each radius r up to the radius of…
A real valued function $f$ defined on a subset $E$ of $\textbf{R}$, the set of real numbers, is statistically upward continuous if it preserves statistically upward half quasi-Cauchy sequences, is statistically downward continuous if it…
An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…
The characteristic functional is the infinite-dimensional generalization of the Fourier transform for measures on function spaces. It characterizes the statistical law of the associated stochastic process in the same way as a characteristic…
It is known that if $f$ is an analytic self map of the complex upper half-plane which also maps $\mathbb{R}\cup\{\infty\}$ to itself, and $f(i)=i$, then $f$ preserves the Cauchy distribution. This note concerns three results related to the…
We study properties of continuous semi-homogeneous operators of degree $k$ via various functions (e.g. measures of noncompactness) on all bounded subsets of a Banach space. We prove necessary and sufficient conditions for these functions to…