On harmonic continuation of characteristic functions

DOI10.1007/S10986-010-9096-YMaRDI QIDQ392708zbMATH OpenOpenAlexFDO

Authors Saulius Norvidas

Publication date 15 January 2014

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

Full work available at URL https://arxiv.org/abs/2009.04449

zbMATH Keywords

characteristic functionsharmonic functionscompletely monotonic functionspositive definite functionsDirichlet problem for harmonic functions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Harmonic, subharmonic, superharmonic functions in two dimensions (31A05) Positive definite functions in one variable harmonic analysis (42A82)

Abstract: We propose a necessary and sufficient condition for a real-valued function on the real line to be a characteristic function of a probability measures. The statement is given in terms of harmonic functions and completely monotonic functions.

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Cited in

(4)

• A note on positive definite distributions
• On analytic continuation of characteristic functions of probability measures
• On extensions of characteristic functions
• The Parseval Equation as a Tool for the Continuation of Characteristic Functions and Positive Definite Probability Densities

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