If $u= Re(\phi),$ for some characteristic function $\phi$, show that $u^2(t)\le \frac{1}{2}(1 + u(2t))$. Hence show that $|\phi(t)|^2 \le \frac{1}{2}(1+|\phi(2t)|)$.
The first part I could show. Stuck with the second part.
If $u= Re(\phi),$ for some characteristic function $\phi$, show that $u^2(t)\le \frac{1}{2}(1 + u(2t))$. Hence show that $|\phi(t)|^2 \le \frac{1}{2}(1+|\phi(2t)|)$.
The first part I could show. Stuck with the second part.
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$$(\mbox{Re} E(e^{it} ))^2= \left(\mbox{Re} \int_{A} e^{it} dP\right)^2=\left(\mbox{Re} \int_{A} \cos t dP\right)^2\leq \mbox{Re} \int_{A} \cos^2 t dP =\mbox{Re} \int_{A} \frac{1 +\cos 2t}{2} dP=\frac{1}{2} Re(1 +E(e^{i2t} ))$$