随机变量分布函数的富里埃-司蒂阶变换

Fourier-Stieltjes Transform of Distribution Function of Random Variable

特征函数也可称为对随机变量分布函数的富里埃-司蒂阶变换,它在概率论中的引入将概率论的理论研究推到了一个新的阶段。本文讨论其实效。

Characeristic Function can also be called Flourier-Stieltjes transform of distribution function of random variable. Its application in probability theory makes the theory study of probability be on a new stage. We will discuss its actual effect in this paper.