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Irrational unit-modulus frequencies force a point mass

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Characteristic function Unit modulus of a characteristic function
2026-10-03  0 By others on same topic  0 Discussions Create my own version
If u/v is irrational and ∣φX​(u)∣=∣φX​(v)∣=1, then X is almost surely constant. For independent copies X,X′, both u(X−X′) and v(X−X′) lie in 2πZ almost surely; irrationality makes the two corresponding lattices intersect only at zero, so X=X′ almost surely. Two independent identically distributed variables can agree almost surely only when their common law is a point mass.

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  1. Unit modulus of a characteristic function
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  • Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 1 / 27J / d / ii / Solution

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