The imaginary part of the characteristic function

From MaRDI portal




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.









This page was built for publication: The imaginary part of the characteristic function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1747967)