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1 results

  • A survey of the theory of characteristic functions

  • Eugene Lukacs
  • Journal:
    Advances in Applied Probability / Volume 4 / Issue 1 / April 1972
    Published online by Cambridge University Press:
    01 July 2016, pp. 1-37
    Print publication:
    April 1972

  • The paper gives a survey of the theory of univariate characteristic functions. These functions were originally introduced as tools in the study of limit theorems but it was later realized that they had an independent mathematical interest. Those parts of the theory which can be found in textbooks are treated only briefly; the main emphasis is placed on more recent developments and areas where active research is still in progress.