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Probability theorynotes, Lecture notes of Probability and Statistics

Indian Statistical InstituteProbability and Statistics

Probability theoryProbability theorynotes

Typology: Lecture notes

2016/2017

Uploaded on 09/25/2017

SAYAN-ROUNAK
SAYAN-ROUNAK 🇮🇳

3 documents

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Probability, Limit Theorems
Problem set 1. Sept 19, 2002
Q1. If µis a probability distribution on Rsuch that R|x|αdµ(x)<∞for some
0< α < 1, show that the characteristic function is H¨older continuous of exponent α.
Q2. Is there some sort of a converse?
1

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Probability, Limit Theorems Problem set 1. Sept 19, 2002 Q1. If μ is a probability distribution on R such that ∫^ |x|αdμ(x) < ∞ for some 0 < α < 1, show that the characteristic function is H¨older continuous of exponent α. Q2. Is there some sort of a converse?