The imaginary part of the characteristic function (Q1747967)

The investigation was probably motivated by the following question posed by N. G. Ushakov: is it true that for any characteristic function \(f\) there exists a characteristic function \(g\) such that Im\(f \equiv\) Im\(g\) but \(f \not\equiv g\)? The author proves that the answer to this question is negative. He completely describes all the probability distributions whose characteristic functions are uniquely determined by their imaginary parts. Using the obtained description the author shows that the arcsine distribution, Bessel distribution, beta distribution, gamma distribution, hyperexponential distribution, standard Levy distribution, Maxwell distribution, and Pareto distribution posses this property, while the Laplace distribution and Cauchy distribution do not. All the cases, where the characteristic function of the uniform distribution is uniquely determined by its imaginary part, are described. The main result of the paper provides necessary and sufficient conditions for a continuous function to be the imaginary part of some characteristic function of a probability measure. More precisely, the following theorem is proved. Theorem. Suppose that \(\varphi: \mathbb{R}^n \to \mathbb{R} \) is continuous and odd. Then there exists a characteristic function \(f\) such that Im\(f = \varphi \) if and only if \(\varphi \) is the Fourier-Stieltjes transform of some bounded regular complex-valued Borel measure \(\mu \) on \(\mathbb{R}^n\) such that \(\| \mu \| \leq 1 \).