Prove that if (f(t)) is a characteristic function equal to zero when (|t| geqslant a), then the

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Prove that if \(f(t)\) is a characteristic function equal to zero when \(|t| \geqslant a\), then the function \(\varphi(t)\) defined by the equations

\[
\varphi(t)= \begin{cases}f(t) & \text { when }|t| \leqslant a \\ f(t+2 a) & \text { when }-\infty\]

is also a characteristic function.

Make use of the Bochner-Khinchin theorem.


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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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