ThmDex – An index of mathematical definitions, results, and conjectures.
F8857
Formulation 0
Let $X \in \text{Poisson}(\lambda)$ be a D2854: Poisson random natural number.
Let $t \in \mathbb{R}$ be a D993: Real number.
Then \begin{equation} \mathbb{E}(e^{i t X}) = e^{\lambda (e^{i t} - 1)} \end{equation}