Wednesday, 2 March 2011

st.statistics - Uniqueness of the function used in the Khinchine criterion for characteristic function

Khinchine criterion for varphi being a characteristic functions states that it is a ch.f. if and only if varphi(0)=1 and



varphi(t)=intiinftynftyg(t+theta)overlineg(theta)dtheta



Is function g uniquely defined for a given varphi?

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