# Tagged Questions

Questions about characteristic functions, of a set (which gives $1$ if the element is on the set and $0$ otherwise) or of a random variable (its Fourier transform). Do not use this tag if you are asking about the method of characteristics in PDE or the characteristic polynomial in linear algebra.

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### Why is $|\varphi(t)|$ not necessarily a characteristic function?

I came across the following statement in a book: If $\varphi(t)$ is a characteristic function, then $|\varphi(t)|$ is not necessarily a characteristic function. Here's my argument: By Bochner’s ...
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### An identity relating the unknown $CDF_{X}(x)$ of $X>0$ and the known characteristic function $CF_{X^2}$ of $X^2$

I have a positive random variable $X>0$. I don't know that much about its distribution and I have to compute the cumulative distribution function $$CDF_{X}(x) = Prob(X\leq x)$$ Other definitions:...
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### Can inversion integral of characteristic functions on a finte interval be bounded?

For a real-valued uni-variate r.v. $X$, with pdf $f(x)$ and absolute integrable cf $\varphi(t)$, we have the following transform:$$2\pi f(x)=\int_{-\infty}^{\infty}e^{-itx}\varphi(t)\,dt.$$ However, I ...
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### Counting solutions by estimating Fourier coefficients

In W. T. Gower's essay The Two Cultures of Mathematics, he mentions the following as an example of a 'general principle' in combinatorics: "If one is counting solutions, inside a given set, to a ...
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### Continuity of a characteristic function of a translated set

Let $E \subseteq \mathbb{R}$ be a measurable set. Is it true that $\chi_{E+t}(x) \rightarrow \chi_{E}(x)$ as $t \rightarrow 0$, where $E+t = \{x+t \, | \, x \in E\}$ for each $t \in \mathbb{R}$, ...
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### How can this be a characteristic function if it's not continuous

Consider the following probability density function $f(x)$ \begin{cases} 0 & x<-1 \\ 1+x & z\in[-1,0] \\ 1-x & z\in[0,1] \\ 0 & x>1 \end{cases} Then the ...
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### Do characteristic functions characterize the independence of random variables? [Solved] [duplicate]

It is well known that the probability density function characterizes the independence of random variables in the following sense. $$X,Y \quad\text{independent}\iff f(x,y)=f_x(x)f_y(y)$$ where $f$ is ...
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### Random variable with characteristic function cosine

So I am searching for a Random Variable $X$, such that $\varphi_X(t)=\cos(t)$. I know how to choose $X$ such that $\varphi_X(t)=e^{it}$ and $\varphi_X(t)=e^{-it}$. Does this help me? How can I put ...
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### $e^{\varphi -1}$ characteristic function

So I am trying to figure out whether $e^{\varphi-1}$ is a characteristic function given that $\varphi$ is. I know that linear combinations of characteristic functions and the real part of a ...
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### Complex Solids of Revolution

I know that to compute a solid of revolution of a function $f(x)$ rotated around the $y$-axis, one method we can use is the "shell" method. For example, $f(x)=1/4x^2\in [2,4]$, rotated around the $y$-...
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### How to prove that the stochastic integral process is gaussian?

I would like to prove that for a $C^1$-function f and a Wiener process W, the integral process defined by $$Y_t:= \int_0^t f (s)dW_s := f (t)W_t -\int_0^t W_s f'(s)ds$$ Is a centered gaussian ...
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### Find the sequence defined by the recurrence equation $x_{n+1} = 4x_n − x_{n−1}, (n ≥ 1)$

Find the sequence defined by the recurrence equation $x_{n+1} = 4x_n − x_{n−1}, (n ≥ 1)$ with $x_0 = 1$ and $x_1=2$. Find an odd prime factor of $x_{2015}$. I've found the characteristic equation to ...
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