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Publié par | profil-zyak-2012 |
Nombre de lectures | 37 |
Langue | English |
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itX∞ m > 1 φ (t) = E(e ) t ∈ RX
X j = 1,...,m j X κ (X)j
jdjκ (X) = (−i) logφ (t)| .j X t=0jdt
2 2 3κ (X) = E(X) κ (X) = E(X )− E(X) = Var(X) κ (X) = E(X )−1 2 3
2 33E(X )E(X)+2E(X)
m+1m = 0,1,2... E|X| <∞
mX mm+1 m−sE(X ) = κ (X)E(X ).s+1
s
s=0
m+1dm+1 m+1E(X ) = (−i) φ (t)|X t=0m+1dt
m d dm+1 = (−i) logφ (t) φ (t)X Xm dt dt
t=0" # m s+1 m−sX m d d s+1 m−s= (−i) (logφ (t))×(−i) φ (t) ,