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Functional equation and normal distribution

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#real-analysis #probability-theory #analysis #functional-equations #characteristic-functions
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Characteristic function of the variable X - Y

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#probability #characteristic-functions
537
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The second derivative of the characteristic function and the integral of the random variable

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#probability #probability-theory #statistics #random-variables #characteristic-functions
162
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Necessary and sufficient condition for the differentiability of a multivariate characteristic function

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#real-analysis #probability-theory #measure-theory #differential-topology #characteristic-functions
32
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Characteristic function, convergence in distribution

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#characteristic-functions
294
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Domain of characteristic function

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#probability #probability-theory #random-variables #characteristic-functions
21
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Recover component characteristic function from from difference of i.i.d. random variables...

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#random-variables #characteristic-functions
43
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Convergence of $k\chi_{[0,\frac{1}{k}]}$

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#real-analysis #measure-theory #convergence-divergence #characteristic-functions
200
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Show that $(X_1 + \cdots + X_n )/n \to 0$ in distribution by characteristic function

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#probability-theory #weak-convergence #characteristic-functions
845
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The $L^p$ limit of characteristic functions is a characteristic function.

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#real-analysis #integration #measure-theory #characteristic-functions
35
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Solving a question using characteristic function where X is discrete and Y is continuous

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#probability #probability-distributions #uniform-distribution #binomial-distribution #characteristic-functions
310
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Lattice distributed random variable and its characteristic function

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#probability-theory #probability-distributions #random-variables #characteristic-functions
77
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Compute characteristic function of $Y:= \sum_{k=1}^T X_k$

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#stochastic-calculus #characteristic-functions
100
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Limit of sequence of characteristic functions with Riemann integral approximation

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#probability-theory #probability-distributions #characteristic-functions
134
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Bounding the CDF of the sum of dependent random variables

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#random-variables #independence #upper-lower-bounds #characteristic-functions #cumulative-distribution-functions

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