=+26 *7. 25.131 The uniqueness theorem for characteristic functions can be derived from the Weierstrass approximation theorem.
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=+26 *7. 25.131 The uniqueness theorem for characteristic functions can be derived from the Weierstrass approximation theorem. Fill in the details of the follow-
ing argument. Let u and v be probability measures on the line. For continuous f with bounded support choose a so that u(-a,
a) and v(-a,
a) are nearly 1 and f vanishes outside (-a, a). Let g be periodic and agree with f in (-a,a), and by the Weierstrass theorem uniformly approximate g(x) by a trigonomet-
ric sum p(x) = C_jake" **. If u and v have the same characteristic function, then ffdu = fgdu = [pdu = [pdv = fgdv = ffdv.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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