Alphabeta Math

Characteristic Functions Inversion and Continuity

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1 · Prerequisites
Abstract Algebra
Combinatorics
Coxeter Groups
Functional Analysis
Linear Algebra
Measure Theory
Probability
Real Analysis
Set Theory
Topology
2 · Logical flowchart

3 · Items

Definition

Characteristic function of a real random variable

Lemma

Basic properties of characteristic functions

Lemma

Characteristic functions under affine maps and independent sums

Definition

Positive definite function on the real line

Lemma

Characteristic functions are positive definite

Remark

Characteristic function fourier stieltjes convention

Theorem

Uniqueness of a law from its characteristic function

Lemma

Uniform sine integral bound and dirichlet value

Theorem

Levy inversion formula

Corollary

Density inversion from an integrable characteristic function

Lemma

Moments give derivatives of the characteristic function

Remark

A prescribed finite jet at zero does not determine the law

Theorem

Levy continuity theorem forward direction

Theorem

Tightness from characteristic function equicontinuity at zero

Theorem

Levy continuity theorem converse

Corollary

Characteristic function criterion for weak convergence

Theorem

Cramer wold device

Sources