On an extrapolation problem for characteristic functions

DOI10.1007/S10986-020-09485-7MaRDI QIDQ829819zbMATH OpenOpenAlexFDO

Authors Saulius Norvidas

Publication date 6 May 2021

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2009.04498

zbMATH Keywords

characteristic functionprobability measuredensity functionentire functionBernstein space

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Special classes of entire functions of one complex variable and growth estimates (30D15) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)

Abstract: Assume that $f$ is the characteristic function of a probability measure $m{u}_f$ on $R^n$. Let $sigma>0$. We study the following extrapolation problem: under what conditions on the neighborhood of infinity $V_{sigma}=xin{R}^n:|x_k|>sigma,k=1,dots,n$ in $R^n$ does there exist a characteristic function $g$ on $R^n$ such that $g=f$ on $V_{sigma}$, but $gotequivf$? Let $m{u}_f$ have a nonzero absolutely continuous part with continuous density $varphi$. In this paper certain sufficient conditions on $varphi$ and $V_{sigma}$ are given under which the latter question has an affirmative answer. We also address the optimality of these conditions. Our results indicate that not only does the size of both $V_{sigma}$ and the support $ext,supp,varphi$ matter, but also certain arithmetic properties of $ext,supp,varphi$.

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Cites work

• scientific article; zbMATH DE number 108353 (Why is no real title available?)
• scientific article; zbMATH DE number 1543270 (Why is no real title available?)
• A theorem of uniqueness for characteristic functions
• Curiosities of characteristic functions
• Five short stories about the cardinal series
• On extensions of characteristic functions
• Selected Topics in Characteristic Functions

Cited in

(5)

• A theorem of uniqueness for characteristic functions
• On extensions of characteristic functions
• A note about the deterministic property of characteristic functions
• On an extension property for characteristic functions
• A note on characteristic functions and their extensions

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