Prove that for any real characteristic function the inequality [ 1+varphi(2 t) geqslant 2{varphi(t)}^{2} ] holds.

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Prove that for any real characteristic function the inequality

\[ 1+\varphi(2 t) \geqslant 2\{\varphi(t)\}^{2} \]

holds.

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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Question Posted: May 06, 2024 04:02 AM

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Prove that for any real characteristic function the inequality [ 1+varphi(2 t) geqslant 2{varphi(t)}^{2} ] holds.

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Theory Of Probability

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