A note about the deterministic property of characteristic functions
On 21 October, technical maintenance will be carried out to. During this time, the platforms zurnalai.vu.lt and journals.vu.lt may be temporarily unavailable between 09:00 and 17:00.
Articles
Saulius Norvidas
Institute of Data Science and Digital Technologies, Vilnius University
Published 2018-12-14
https://doi.org/10.15388/NA.2019.1.9
PDF

Keywords

characteristic function
density function
entire function
probability measure
Bernstein space

How to Cite

Norvidas, S. (2018) “A note about the deterministic property of characteristic functions”, Nonlinear Analysis: Modelling and Control, 24(1), pp. 150–158. doi:10.15388/NA.2019.1.9.

Abstract

We study an extension property for characteristic functions f : Rn → C of probability measures. More precisely, let f be the characteristic function of a probability density φ on Rn, and let Uσ = {x ∈ Rn: mink|xk| > σ}, σ > 0, be a neighborhood of infinity. We say that f has the σ-deterministic property if for any other characteristic function g such that f = g on Uσ, it follows that f ≡ g. A sufficient condition on f to has the σ-deterministic property is given. We also discuss the question about how precise our sufficient condition is? These results show that the σ-deterministic property of f depends on an arithmetic structure of the support of φ.

 

PDF

Downloads

Download data is not yet available.