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Slides Chapter 1. Measure Theory and Probability

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<strong>1.</strong>9. THE CHARACTERISTIC FUNCTION<br />

Remark <strong>1.</strong>20 It might happen that M(t) exists for t outside<br />

(−r,r), but that it cannot be expressed as the series ∑ ∞ α n<br />

n=0 n!<br />

t n .<br />

ISABEL MOLINA 54

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