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add charFun docstring
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RemyDegenne committed Dec 28, 2023
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Expand Up @@ -69,6 +69,7 @@ namespace ProbabilityTheory

variable {E : Type*} [MeasurableSpace E]

/-- The characteristic function of a measure. -/
noncomputable
def charFun [Inner ℝ E] (μ : Measure E) (t : E) : ℂ := ∫ x, exp (⟪t, x⟫ • I) ∂μ

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