Characteristic Function of a Finite Measure #
This file defines the characteristic function of a finite measure on a topological vector space V
.
The characteristic function of a finite measure P
on V
is the mapping
W → ℂ, w => ∫ v, e (L v w) ∂P
,
where e
is a continuous additive character and L : V →ₗ[ℝ] W →ₗ[ℝ] ℝ
is a bilinear map.
A typical example is V = W = ℝ
and L v w = v * w
.
The integral is expressed as ∫ v, char he hL w v ∂P
, where char he hL w
is the
bounded continuous function fun v ↦ e (L v w)
and he
, hL
are continuity hypotheses on e
and L
.
Main definitions #
innerProbChar
: the bounded continuous mapx ↦ exp(⟪x, t⟫ * I)
in an inner product space. This ischar
for the inner product bilinear map and the additive charactere = probChar
.charFun μ t
: the characteristic function of a measureμ
att
in an inner product spaceE
. This is defined as∫ x, exp (⟪x, t⟫ * I) ∂μ
, where⟪x, t⟫
is the inner product onE
. It is equal to∫ v, innerProbChar w v ∂P
(seecharFun_eq_integral_innerProbChar
).
Main statements #
ext_of_integral_char_eq
: Assumee
andL
are non-trivial. If the integrals ofchar
with respect to two finite measuresP
andP'
coincide, thenP = P'
.Measure.ext_of_charFun
: If the characteristic functionscharFun
of two finite measuresμ
andν
on a complete second-countable inner product space coincide, thenμ = ν
.
The bounded continuous map x ↦ exp(⟪x, t⟫ * I)
.
Equations
Instances For
If the integrals of char
with respect to two finite measures P
and P'
coincide, then
P = P'
.
The characteristic function of a measure in an inner product space.
Equations
- MeasureTheory.charFun μ t = ∫ (x : E), Complex.exp (↑(inner x t) * Complex.I) ∂μ
Instances For
charFun
as the integral of a bounded continuous function.
charFun
is a Fourier integral for the inner product and the character probChar
.
charFun
is a Fourier integral for the inner product and the character fourierChar
.
If the characteristic functions charFun
of two finite measures μ
and ν
on
a complete second-countable inner product space coincide, then μ = ν
.