Recent content by emptyset

thanks a lot for the information. that reference will be usefull.

Thanks for your reply. This is true for a sequence of independent (and not necessarily identically distributed) random variables. However, I am looking for the joint pdf. As an example, assume you have a particle sitting around at x' for a random time tau with the distribution y(t) and then...

Hi. Does anyone know a good source for learning about the characteristic function of a joint pdf. Is there any nice rules for that? For example assume having a waiting time density and a jump density which are independent (easy things first). Is there an elegant way to get the characteristic...