On Derivatives of Characteristic Functions
Wolfe, Stephen J.
Ann. Probab., Tome 3 (1975) no. 6, p. 737-738 / Harvested from Project Euclid
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If $k$ is a positive odd integer, it is shown that it is possible to construct a characteristic function $f(t)$ such that $f^{(k)}(0)$ exists but $f^{(k)}(t_m)$ does not exist for a sequence of numbers $\{t_m\}$ where $t_m \rightarrow 0$ as $m \rightarrow \infty$.
Publié le : 1975-08-14
Classification:  Characteristic function,  derivative,  60E05,  42A72 
@article{1176996315,
     author = {Wolfe, Stephen J.},
     title = {On Derivatives of Characteristic Functions},
     journal = {Ann. Probab.},
     volume = {3},
     number = {6},
     year = {1975},
     pages = { 737-738},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996315}
}

Wolfe, Stephen J. On Derivatives of Characteristic Functions. Ann. Probab., Tome 3 (1975) no. 6, pp.  737-738. http://gdmltest.u-ga.fr/item/1176996315/