The imaginary part of the characteristic function

DOI10.1007/S10474-017-0779-2MaRDI QIDQ1747967zbMATH OpenOpenAlexFDO

Authors Saulius Norvidas

Publication date 27 April 2018

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2009.03960

zbMATH Keywords

characteristic functionFourier transformpositive definite function

Mathematics Subject Classification ID

Positive definite functions in one variable harmonic analysis (42A82) Characteristic functions; other transforms (60E10)

Abstract: Suppose that $f$ is the characteristic function of a probability measure on the real line $R$. In this paper, we deal with the following problem posed by N.G. Ushakov: Is it true that $f$ is never determined by its imaginary part $Imf$? In other words, is it true that for any characteristic function $f$ there exists a characteristic function $g$ such that $ImfequivImg$ but $fotequivg$? We study this question in the more general case of the characteristic function defined on an arbitrary locally compact abelian group. A characterization of what characteristic functions are uniquely determined by their imaginary parts are given. As a consequence of this characterization, we obtain that several frequently used characteristic functions on the classical locally compact abelian groups are uniquely determined by their imaginary parts.

Review text

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 \(\| \mu \| \leq 1 \).

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Cites work

• scientific article; zbMATH DE number 1324223 (Why is no real title available?)
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Cited in

(7)

• An uniqueness theorem for characteristic functions
• scientific article; zbMATH DE number 3864189 (Why is no real title available?)
• The Imaginary Part of a Rhaly Matrix
• Duality of Distribution Functions
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• On a uniqueness theorem for characteristic functions
• On the division of a characteristic function by the Blaschke product

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