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(q+pe
it
)
n
e
λ(e
it
−1)
e
iat−b|t|
λ
λ−it
exp
n
iat −
σ
2
t
2
2
o
p
1−qe
it
P
{ξ = 1} =
P
{ξ = −1} = 1/2
P
{ξ = 2} =
P
{ξ = 2} = 1/4,
P
{ξ = 0} = 1/2
N(0, 2)
1
π(1+x
2
)
1
2
e
−|x|
λ = 1
[−1, 1]
1
2π
1
1+(x−1)
2
+
1
1+(x+1)
2