THE CHARACTERISTIC FUNCTION OF THE CUBE OF A GAUSSIAN RANDOM VARIABLE

Authors

Andreas Boukas, Volterra Center, RomaFollow

Abstract

Using the spectral resolution of the multiplication operator on the Schwartz class of L2(R,C), we compute the characteristic function of the cube of a Gaussian random variable.

Recommended Citation

Boukas, Andreas (2025) "THE CHARACTERISTIC FUNCTION OF THE CUBE OF A GAUSSIAN RANDOM VARIABLE," Journal of Stochastic Analysis: Vol. 6: No. 2, Article 4.
DOI: 10.31390/josa.6.2.04
Available at: https://repository.lsu.edu/josa/vol6/iss2/4

DOI

10.31390/josa.6.2.04