List questions from characteristic-functions

Published on 15 Mar 2023 - 20:03

51

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Differentiability in zero of characteristic function and expected value of i.i.i random variables

Published on 28 Mar 2026 - 14:27

120

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Convergence in probability and differentiability of characteristic function

Published on 28 Mar 2026 - 2:03

84

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Convergence of characteristics functions

Published on 13 Apr 2023 - 7:56

44

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Compute characteristic function

Published on 20 Apr 2023 - 14:17

20

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Simple example of using the inversion formula for a non-integrable charateristic function

Published on 07 May 2023 - 0:49

92

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Characteristic function for density $f(x) = \dfrac{1}{2(1 + \vert x \vert)^2}, x \in \mathbb{R}$?

Published on 08 May 2023 - 18:14

80

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On the charateristic function of random variables

Published on 11 May 2023 - 7:52

144

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How to show that $\mathbb{E} [ e^{itX} ] = 1 \implies e^{itX} \equiv 1$ a.s.?

Published on 18 May 2023 - 23:35

76

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Finding the probability density function of a random variable using characteristic function.

Published on 23 May 2023 - 16:09

42

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Let $X$ be a normal standard random variable and $a>0$ compute the characteristic function of $ Y:= X 1_{|X|\leq a}-X 1_{|X|>a}$

Published on 24 May 2023 - 0:56

143

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Uniqueness of Compound Poisson Distribution

Published on 29 May 2023 - 20:48

61

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Characteristic function of Gamma-OU process (cross-posted from quant.stackexchange)

Published on 30 May 2023 - 10:17

79

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Compute $\lim_{n \to \infty} \mathbb{P}(|\sum_{k=1}^{n} X_{k}^{-1}|> \pi n/2)$

Published on 02 Jun 2023 - 2:58

66

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What if the initial data curve coincides with a characteristic?

Published on 26 Mar 2026 - 12:52

List Question

Prove $a_nX_n+b_n \Rightarrow aX+b$ by means of characteristic functions

Differentiability in zero of characteristic function and expected value of i.i.i random variables

Convergence in probability and differentiability of characteristic function

Convergence of characteristics functions

Compute characteristic function

Simple example of using the inversion formula for a non-integrable charateristic function

Characteristic function for density $f(x) = \dfrac{1}{2(1 + \vert x \vert)^2}, x \in \mathbb{R}$?

On the charateristic function of random variables

How to show that $\mathbb{E} [ e^{itX} ] = 1 \implies e^{itX} \equiv 1$ a.s.?

Finding the probability density function of a random variable using characteristic function.

Let $X$ be a normal standard random variable and $a>0$ compute the characteristic function of $ Y:= X 1_{|X|\leq a}-X 1_{|X|>a}$

Uniqueness of Compound Poisson Distribution

Characteristic function of Gamma-OU process (cross-posted from quant.stackexchange)

Compute $\lim_{n \to \infty} \mathbb{P}(|\sum_{k=1}^{n} X_{k}^{-1}|> \pi n/2)$

What if the initial data curve coincides with a characteristic?

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