Prove that if a random variable has a density function, then its characteristic function tends to zero

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Prove that if a random variable has a density function, then its characteristic function tends to zero as $t \rightarrow \infty$.

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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 if a random variable has a density function, then its characteristic function tends to zero

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Theory Of Probability

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