Bochner theorem on characteristic functions

E613407

The Bochner theorem on characteristic functions is a fundamental result in probability theory and harmonic analysis that characterizes which functions are Fourier transforms of probability measures by requiring them to be positive-definite, continuous, and normalized at zero.

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Statements (42)

Predicate Object
instanceOf mathematical theorem ⓘ
appliesTo functions on locally compact abelian groups ⓘ
functions on the real line ⓘ
assumption function is bounded ⓘ
function is continuous at zero ⓘ
function is defined on a locally compact abelian group ⓘ
function is normalized at zero ⓘ
function is positive-definite ⓘ
characterizes Fourier transforms of finite positive measures ⓘ
Fourier transforms of probability measures on the real line ⓘ
codomain space of finite positive measures ⓘ
concerns Fourier transforms of probability measures ⓘ
characteristic functions ⓘ
conclusion existence of a probability measure with given characteristic function ⓘ
function is the Fourier transform of a unique finite positive measure ⓘ
domain space of continuous positive-definite functions with value 1 at zero ⓘ
field harmonic analysis ⓘ
probability theory ⓘ
guarantees existence of a representing measure ⓘ
uniqueness of the representing measure ⓘ
hasVersion Bochner theorem for finite positive measures ⓘ
Bochner theorem for probability measures ⓘ
Bochner theorem on locally compact abelian groups ⓘ
historicalPeriod 20th century mathematics ⓘ
implies every characteristic function is bounded by 1 in modulus ⓘ
every characteristic function is positive-definite ⓘ
every characteristic function is uniformly continuous ⓘ
isToolFor characterization of probability distributions via characteristic functions ⓘ
representation of positive-definite functions as Fourier transforms ⓘ
mathematicalArea functional analysis ⓘ
measure theory ⓘ
namedAfter Salomon Bochner ⓘ
normalizationCondition value at zero equals 1 ⓘ
relatedTo Fourier–Stieltjes transform ⓘ
Herglotz representation theorem ⓘ
linked to: Herglotz's theorem

Lévy continuity theorem ⓘ
usedIn construction of probability measures from characteristic functions ⓘ
harmonic analysis on locally compact abelian groups ⓘ
study of infinitely divisible distributions ⓘ
usesConcept continuity ⓘ
normalization at zero ⓘ
positive-definite function ⓘ

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Referenced by (9)

Full triples — surface form annotated when it differs from this entity's canonical label.

Salomon Bochner → notableFor → Bochner theorem on characteristic functions ⓘ
Wiener–Khinchin theorem → relatedTo → Bochner's theorem ⓘ
linked to: Bochner theorem on characteristic functions
Paul Lévy → knownFor → Lévy–Khintchine formula ⓘ
linked to: Bochner theorem on characteristic functions
Khinchin's representation theorem → isRelatedTo → Bochner's theorem ⓘ
linked to: Bochner theorem on characteristic functions
Salomon Bochner → notableFor → Bochner’s theorem in harmonic analysis ⓘ
subject linked to: Bochner
linked to: Bochner theorem on characteristic functions
Bochner theorem on characteristic functions → hasVersion → Bochner theorem for finite positive measures ⓘ
linked to: Bochner theorem on characteristic functions
Bochner theorem on characteristic functions → hasVersion → Bochner theorem for probability measures ⓘ
linked to: Bochner theorem on characteristic functions
Bochner theorem on characteristic functions → hasVersion → Bochner theorem on locally compact abelian groups ⓘ
linked to: Bochner theorem on characteristic functions
Lévy’s continuity theorem → relatedTo → Bochner’s theorem ⓘ
linked to: Bochner theorem on characteristic functions