Stating the Gil-Pelaez Theorem in terms of a real integral
In (Gil-Pelaez, 1951), the following is stated $F(x)= \frac{1}{2}+\frac{1}{2\pi}\int_0^\infty\frac{e^{itx}\phi(-t)-e^{-itx}\phi(t)}{it}dt.$ I am trying to...
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In (Gil-Pelaez, 1951), the following is stated $F(x)= \frac{1}{2}+\frac{1}{2\pi}\int_0^\infty\frac{e^{itx}\phi(-t)-e^{-itx}\phi(t)}{it}dt.$ I am trying to...
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