From eb2d40258a71760328fcbb36cb66c466b12e196f Mon Sep 17 00:00:00 2001 From: Josia Pietsch Date: Wed, 12 Jul 2023 18:24:36 +0200 Subject: [PATCH] typo --- inputs/lecture_10.tex | 9 ++++----- 1 file changed, 4 insertions(+), 5 deletions(-) diff --git a/inputs/lecture_10.tex b/inputs/lecture_10.tex index 0ec6a3d..31be813 100644 --- a/inputs/lecture_10.tex +++ b/inputs/lecture_10.tex @@ -133,7 +133,7 @@ However, Fourier analysis is not only useful for continuous probability density RHS &=& \lim_{T \to \infty} \frac{1}{2 T} \int_{-T}^T e^{-\i t x} \int_{\R} e^{\i t y} \bP(\dif y) \\ &\overset{\text{Fubini}}{=}& \lim_{T \to \infty} \frac{1}{2 T} \int_\R \bP(dy) \int_{-T}^T \underbrace{e^{-\i t (y - x)}}_{\cos(t ( y - x)) + \i \sin(t (y-x))} \dif t\\ &=& \lim_{T \to \infty} \frac{1}{2T} \int_{\R} \bP(\dif y) \int_{-T}^T \cos(t(y - x)) \dif t\\ - &=& \lim_{T \to \infty} \frac{1}{2 T }\int_{\R} \frac{2 \sin(T (y-x)}{T (y-x)} \bP(\dif y)\\ + &=& \lim_{T \to \infty} \frac{1}{2 T }\int_{\R} \frac{2 \sin(T (y-x))}{T (y-x)} \bP(\dif y)\\ \end{IEEEeqnarray*} Furthermore \[ @@ -141,10 +141,11 @@ However, Fourier analysis is not only useful for continuous probability density 1, &y = x,\\ 0, &y \neq x. \end{cases} + % TODO TODO TODO \] Hence \begin{IEEEeqnarray*}{rCl} - \lim_{T \to \infty} \frac{1}{2 T }\int_{\R} \frac{2 \sin(T (y-x)}{T (y-x)} \bP(\dif y) &=& \bP\left( \{x\}\right) + \lim_{T \to \infty} \frac{1}{2 T }\int_{\R} \frac{2 \sin(T (y-x))}{T (y-x)} \bP(\dif y) &=& \bP\left( \{x\}\right) \end{IEEEeqnarray*} % TODO by dominated convergence? \end{refproof} @@ -154,7 +155,7 @@ However, Fourier analysis is not only useful for continuous probability density Let $\phi$ be the characteristic function of $\bP \in M_1(\lambda)$. Then \begin{enumerate}[(a)] - \item $\phi(0) = 1$, $|\phi(1)| \le t$ and $\phi(\cdot )$ is continuous. + \item $\phi(0) = 1$, $|\phi(t)| \le 1$ and $\phi(\cdot )$ is continuous. \item $\phi$ is a \vocab{positive definite function}, i.e.~ \[\forall t_1,\ldots, t_n \in \R, (c_1,\ldots,c_n) \in \C^n ~ \sum_{j,k = 1}^n c_j \overline{c_k} \phi(t_j - t_k) \ge 0 @@ -164,8 +165,6 @@ However, Fourier analysis is not only useful for continuous probability density \end{theorem} \begin{refproof}{thm:lec_10thm5} Part (a) is obvious. - % TODO - For part (b) we have: \begin{IEEEeqnarray*}{rCl}