From 369308a9f8608cb13d5642f315c720deed67cf31 Mon Sep 17 00:00:00 2001 From: Josia Pietsch Date: Wed, 12 Jul 2023 15:25:52 +0200 Subject: [PATCH] 09 typos --- inputs/lecture_09.tex | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/inputs/lecture_09.tex b/inputs/lecture_09.tex index 186f033..ddac17e 100644 --- a/inputs/lecture_09.tex +++ b/inputs/lecture_09.tex @@ -113,9 +113,11 @@ We have $X: (\Omega, \cF) \to (\R, \cB(\R))$ is a random variable. Then we can define \[ - \phi_X(t) \coloneqq \bE[e^{\i t x}] = \int e^{\i t X(\omega)} \bP(d \omega) = \int_{\R} e^{\i t x} \mu(dx) = \phi_\mu(t) + \phi_X(t) \coloneqq \bE[e^{\i t x}] + = \int e^{\i t X(\omega)} \bP(\dif \omega) + = \int_{\R} e^{\i t x} \mu(dx) = \phi_\mu(t), \] - where $\mu = \bP x^{-1}$. + where $\mu = \bP \circ X^{-1}$. \end{remark} \begin{theorem}[Inversion formula] % thm1