ThmDex – An index of mathematical definitions, results, and conjectures.
Characteristic function uniquely identifies the distribution of a random euclidean real number
Formulation 0
Let $X, Y \in \text{Random}(\mathbb{R}^D)$ each be a D4383: Random euclidean real number such that
(i) $\cdot$ is the D743: Euclidean real dot product operation on $\mathbb{R}^D$
Then \begin{equation} \forall \, t \in \mathbb{R}^D : \mathbb{E}(e^{i t \cdot X}) = \mathbb{E}(e^{i t \cdot Y}) \quad \iff \quad X \overset{d}{=} Y \end{equation}
Formulation 1
Let $X, Y \in \text{Random}(\mathbb{R}^D)$ each be a D4383: Random euclidean real number.
Then \begin{equation} \mathfrak{F}_X = \mathfrak{F}_Y \quad \iff \quad X \overset{d}{=} Y \end{equation}
Proofs
Proof 0
Let $X, Y \in \text{Random}(\mathbb{R}^D)$ each be a D4383: Random euclidean real number such that
(i) $\cdot$ is the D743: Euclidean real dot product operation on $\mathbb{R}^D$
This result is a particular case of R4390: Fourier transform characterises euclidean real probability measure. $\square$