Probability theorynotes, Lecture notes for Probability and Statistics. Indian Statistical Institute
SAYAN-ROUNAK
SAYAN-ROUNAK25 September 2017

Probability theorynotes, Lecture notes for Probability and Statistics. Indian Statistical Institute

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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 Hölder continuous of exponent α.

Q2. Is there some sort of a converse?

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