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On extensions of characteristic functions

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Here we deal with the following question: Is it true that, for any closed interval on the real line ℝ that does not contain the origin, there exists a characteristic… Click to show full abstract

Here we deal with the following question: Is it true that, for any closed interval on the real line ℝ that does not contain the origin, there exists a characteristic function f such that f(x) coincides with the normal characteristic function e−x2/2$$ {\mathrm{e}}^{-{x}^2/2} $$ on this interval but f(x) ≢ e−x2/2$$ {\mathrm{e}}^{-{x}^2/2} $$ on ℝ? The answer to this question is positive. We study a more general case of an arbitrary characteristic function g of a continuous probability density, instead of e−x2/2$$ {\mathrm{e}}^{-{x}^2/2} $$.

Keywords: characteristic functions; extensions characteristic; characteristic function

Journal Title: Lithuanian Mathematical Journal
Year Published: 2017

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