List questions from characteristic-functions

1k

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Can $\log(1-U)-\log(U)+W$ be normally distributed, with $U$ uniform on $(0,1)$ and $W$ independent of $U$?

Published on 15 Oct 2016 - 7:02

113

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Property of the characteristic function

Published on 17 Oct 2016 - 18:44

30

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Condition for $\Delta t$ so that the solution of the characteristic polynomial satisfies $|\epsilon|\leq 1 $

Published on 19 Oct 2016 - 19:05

590

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mean sample convergent to infinity almost surely

Published on 24 Oct 2016 - 9:01

167

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Using uniqueness of characteristic function.

Published on 24 Oct 2016 - 9:23

229

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Difference of Characteristic Functions is Little $o$

Published on 25 Oct 2016 - 7:37

197

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Peculiar problem about characteristic function and density function.

Published on 28 Oct 2016 - 5:41

292

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Hard exercise William Feller characteristic function

Published on 28 Oct 2016 - 6:54

67

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Close form solution needed for following integral

Published on 03 Nov 2016 - 3:12

1.8k

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Which functions of characteristic functions are characteristic functions?

Published on 05 Nov 2016 - 16:11

426

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Prove/Disprove $E[X|\mathscr G] = X$ if $X$ is almost surely constant.

Published on 25 Mar 2026 - 20:10

544

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Finding distribution using Levy's theorem

Published on 14 Nov 2016 - 1:28

3.7k

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Char F = 2 basic understanding

Published on 19 Nov 2016 - 14:14

62

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Probability mass function of integer-valued r.v. without inversion theorem

Published on 22 Nov 2016 - 20:50

92

Views

Sum of $\sum_{i=1}^n iX_i$ where each $X_i$ has uniform distribution on $[0,1]$

Published on 28 Nov 2016 - 6:06

List Question

Can $\log(1-U)-\log(U)+W$ be normally distributed, with $U$ uniform on $(0,1)$ and $W$ independent of $U$?

Property of the characteristic function

Condition for $\Delta t$ so that the solution of the characteristic polynomial satisfies $|\epsilon|\leq 1 $

mean sample convergent to infinity almost surely

Using uniqueness of characteristic function.

Difference of Characteristic Functions is Little $o$

Peculiar problem about characteristic function and density function.

Hard exercise William Feller characteristic function

Close form solution needed for following integral

Which functions of characteristic functions are characteristic functions?

Prove/Disprove $E[X|\mathscr G] = X$ if $X$ is almost surely constant.

Finding distribution using Levy's theorem

Char F = 2 basic understanding

Probability mass function of integer-valued r.v. without inversion theorem

Sum of $\sum_{i=1}^n iX_i$ where each $X_i$ has uniform distribution on $[0,1]$

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