Densities for the angle Θ = uX(mod 2π) and the cosine $Y = \cos(uX)$ can be expressed, through Fourier methods, in terms of the characteristic function of X. Thus ...
Journal of Operator Theory, Vol. 65, No. 1 (Winter 2011), pp. 17-45 (29 pages) We introduce characteristic functions for certain contractive liftings of row contractions. These are multi-analytic ...
Citations: Todorov, Viktor, Carsten Chong. 2025. Short-time Expansion of Characteristic Functions in a Rough Volatility Setting with Applications. Bernoulli.
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