Schwartz Space:

The Schwartz space, S(R), is the set of all innitely dierentiable functions f such that, for any non-negative integers m and n,
sup 1 + x2
xR m dn f dxn

<

Inversion Theorem:

Let f S(R), the Schwartz space. Then

f (x) =

f (y)e2ixy dy

where f (y) is the Fourier transform of f . In particular, if f and g are Schwartz functions with the same Fourier transform,then f(x) = g(x)
Theorem (Complex Analysis) :Let f be an analytic function on an open set U, with innitely many zeros z1 , z2 , z3 , .... If limn zn z U , then f is identically zero on U. In other words, if a function is zero along a sequence in U whose accumulation point is also in U, then that function is identically zero in U.

We shall use the above results in our proof below Theorem : . Let X and Y be two continuous random variables on [0,1) with continuous densities f and g, all of whose moments are nite and agree. Suppose further that: 1. There is some C > 0 such that for all cC, e(c+1)t f (et )and e(c+1)t g(et ) are Schwartz functions . This is not a terribly restrictive assumption; f and g need to have decay in order for all moments to exist and be nite. As we are evaluating f and g at e t and not t, there is enormous decay here. The meat of the assumption is that f and g are innitely dierentiable and their derivatives decay 2. The (not necessarily integral) moments
rn (f ) =
0

xrn f (x)dx and rn (g) =

xrn g(x)dx

Agree for some sequence of non-negative real numbers {rn } which has a nite accumulation point (i.e., limn rn = r < 1). Let h(x) = f (x) g(x) Dene
A(z) = A(z) exists for Re(z) 0 k Re(z) k + 1
Proof :

xz h(x)dx

Let k be an integer such that

|A(z)| =

xz h(x)dx

xRe(z) [|f (x)| + |g(x)|] dx

xk + xk+1 [|f (x)| + |g(x)|] dx

= 2k + 2k+1

where k and k+1 is the kth and k+th order moment of f (and g) respectively Hence, A(z) exists for all z
A (z) =
0

xz log(x)h(x)dx

To show that A'(z) exists, we just need to show this integral is well dened. There are only two potential problems with the integral,namely when x and when x 0 For large x
xz log(x) x
Re(z)

Hence,
1

xz log(x)h(x)dx

Re(z)

h(x)dx <

As Moments are nite For x near 0, h(x) looks like h(0) plus a small error(remember we are assuming f and g continuous). There is a constant Cf,g such that
lim
1 0 1 xz log(x)h(x)dx lim log(x)Cf,g dx 0

the reason it is less than or equal to the right hand side is that Re(z) > 0so |xz | < 1, and since f and g are Schwartz functions they are bounded The anti-derivative of log (x) is xlog (x) x, and lim ( log ( ) ) = 0
0

This is enough to prove that this integral is bounded, and thus get that A'(z) exists We use a results from complex analysis. As A is dierentiable once (w.r.t z), it is innitely dierentiable (we will get powers of log(x) ) and it equals its Taylor series for z with Re(z) > 0. Therefore A is an analytic function which is zero for a sequence of zn 's with an accumulation point, and thus it is identically zero.

Initially we only knew A(z) was zero if z was a positive integer or if z was in the sequence {rn }; we now know it is zero for all z with Re(z) > 0. We change variables, and replace x with et and dx with et dt. The range of integration is now to , and we set h(t)dt = h(et )et dt. We now have
A(z) =

etz h(t)et dt

Choose z = c + i2y
A (c + i2y) =

e(c+i2y)t h(t)et dt =

ei2yt e(c+1)t h(t) dt

Our assumptions imply that e(c+1)t h(t) is a Schwartz function, and thus it has a unique inverse Fourier transform. As we know this transform is zero, it implies that ect h(t) = 0, or h(x) = 0, or f(x) = g(x).