# 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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### Characteristic function of a standard normal random variable

The characteristic function of a random variable X is given by $$\Phi_X(\omega) = \mathbb{E}e^{j\omega X}=\int_{-\infty}^\infty e^{j\omega x}f_X(x) dx.$$ One can easily capture the similarity between ...
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### Continuous probability distribution with no first moment but the characteristic function is differentiable

I am looking for an example of a continuous distribution function where the first moment does not exist but the characteristic function is differentiable everywhere. Cauchy distributions do not ...
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### A criterion for independence based on Characteristic function

Let $X$ and $Y$ be real-valued random variables defined on the same space. Let's use $\phi_X$ to denote the characteristic function of $X$. If $\phi_{X+Y}=\phi_X\phi_Y$ then must $X$ and $Y$ be ...
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### Is it a characteristic function?

Can anyone explain how I can prove that either $\phi(t) = |\cos (t)|$ is characteristic function or not? And which random variable has this characteristic function? Thanks in advance.
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### Can I always decompose a random variable in sum of iid random variables?

Let $Z$ be a random variable. Can I always find a number $n \in \mathbb N > 1$, weights $w_i \neq 0$, and iid random variables $X_i$ such that $$Z = w_1X_1 + \dots + w_n X_n$$? Conversely, if I ...
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### Is there any short proof of this classical problem?

Let $X,Y$ be two i.i.d. r.v.'s with zero mean and unit variance. If $X+Y$ and $X-Y$ are independent, then $X$ and $Y$ are both standard normal distributed. Is there any short proof for this problem?
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### Random variable with characteristic function $\large\frac{\phi(t)+\phi(-t)}{2}$ [duplicate]

Possible Duplicate: Combinations of characteristic functions: $\alpha\phi_1+(1-\alpha)\phi_2$ If $\phi(t)$ is the characteristic function of a random variable $X$, then $\Re(\phi(t))$ is also ...
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### Find the elementary divisors of a matrix given its characteristic and minimal polynomials

This question comes from and old exam: Suppose the square rational matrix $A$ has characteristic and minimum polynomials $p_A(x) = x^6(x^2-2)^3(x^2+4)^2$ and $m_A(x) = x^2(x^2-2)(x^2+4)^2$ and \$null A ...