A note on powers of the characteristic function

Abstract

Let CH(R) denote the family of characteristic functions of probability measures (distributions) on the real line R. We study the following question: given an integer n>1, do there exist two different f, g∈ CH(R) such that fn gn? For positive even n, well-known examples answer this question in the affirmative. It turns out that the same is true also for any odd n>1. For f∈ CH(R) and integer n>1, set Cn(f)=\g∈ CH(R): gn fn\. In this paper, we give an estimate for cardinality (or cardinal number) of Cn(f). In addition, we describe such f for which our estimate is sharp.

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