条件特征函数及其性质

Some properties of conditional characteristic function

基于测度和积分理论给出了随机变量条件特殊函数的定义并研究条件特征函数的各种性质.首先证明了条件特征函数的有界性、一致性和非负定性,然后给出了条件独立随机变量和的条件特征函数的算法,以及随机变量的各阶条件矩与条件特征函数之间的关系.

The conditional characteristic function of ξ under the circumstance of Y= k where Y is another stochastic variable was studied. First, some good properties such as bounding, continuity, semi--positive difinition and so on were got. Then the calculation method of the conditional characteristic function of some conditional independent stochastic variables, the relationship between the moments of e and the conditional characteristic function of ~ were given. The main method is the theory of measure and integration.