=+31.12. Suppose that the characteristic function of F satisfies lim sup, __ lo(t)| = 1. Show that

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=+31.12. Suppose that the characteristic function of F satisfies lim sup, __ lo(t)| = 1.

Show that F is singular. Compare the lattice case (Problem 26.1). Hint: Use the Lebesgue decomposition and the Riemann-Lebesgue theorem.

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

ISBN: 9788126517718

3rd Edition

Authors: Patrick Billingsley

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=+31.12. Suppose that the characteristic function of F satisfies lim sup, __ lo(t)| = 1. Show that

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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