<P> Pólya's theorem . If φ is a real - valued, even, continuous function which satisfies the conditions </P> <Ul> <Li> φ (0) = 1 (\ displaystyle \ varphi (0) = 1), </Li> <Li> φ (\ displaystyle \ varphi) is convex for t <0 (\ displaystyle t <0), </Li> <Li> φ (∞) = 0 (\ displaystyle \ varphi (\ infty) = 0), </Li> </Ul> <Li> φ (0) = 1 (\ displaystyle \ varphi (0) = 1), </Li> <Li> φ (\ displaystyle \ varphi) is convex for t <0 (\ displaystyle t <0), </Li>

How to find characteristic function of normal distribution