Characteristic functions play an outstanding role in the theory of probability and mathematical statistics (Ushakov: Selected Topics in Characteristic Functions. Brill Academic Publishers, Leiden, 1999). Characteristic function (c.f.) of a probability distribution function (d.f.) is the Fourier-Stieltjes transform of the d.f.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Characteristic Functions

  • Miljenko Huzak

摘要

Characteristic functions play an outstanding role in the theory of probability and mathematical statistics (Ushakov: Selected Topics in Characteristic Functions. Brill Academic Publishers, Leiden, 1999). Characteristic function (c.f.) of a probability distribution function (d.f.) is the Fourier-Stieltjes transform of the d.f.