Fourier-cutoff recovery of expectations from a characteristic function
ID: fourier-cutoff-recovery-of-expectations-from-a-characteristic-function
Let be compactly supported and continuous, let , and use . If , thenThis follows by Fubini's theorem, a change of variables, Fourier inversion theorem, and dominated convergence theorem. It gives a direct proof of the uniqueness theorem for characteristic functions because the right side depends only on .
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