Characteristic functions as distributional boundary values of analytic functions in tube domains

Abstract

We propose necessary and sufficient conditions for a complex-valued function f on Rn to be a characteristic function of a probability measure. Certain analytic extensions of f to tubular domains in Cn are studied. In order to extend the class of functions under study, we also consider the case where f is a generalized function (distribution). The main result is given in terms of completely monotonic functions on convex cones in Rn.