A note on uniqueness of extension for characteristic functions

Abstract

Let $f:R\to C$ be the characteristic function of a probability measure. We study the following question: Is it true that for any closed interval $I$ on $R$, which does not contain the origin, there exists a characteristic function $g$ such that $g$ coincides with $f$ on $I$ but $g\not\equiv f$ on $R$?

11 pages