I have such a problem.
Decide whether the following teorem is true and explain why: Let |φ(t)| ≤ φ(0) = 1 and |Ψ(t)| ≤ Ψ(0) =1 for each t, t is an element of R. If (φ+Ψ)/2 is a characteristic function of a random variable, then φ and Ψ are also characteristic functions of some random variables. Please help me. Thank you in advance Julia
