Suppose the derivative of a characteristic function for the random variable $X$ at 0 is $ia$. Do we know that $X$ is in $L^1$. I know the converse is true, but how does one prove the forward direction?
2026-04-01 23:08:40.1775084920
Given that derivative of ch.f. exists is $E[|X|]<\infty$
46 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY
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