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Nov 12, 2012 at 17:24 comment added Camilo Sarmiento Regarding your 2nd answer, if you consider instead the continuous case, then 'analog' of the moment generating function is the Laplace transform, which I think has to do with the relation they mean with harmonic analysis.
Nov 10, 2012 at 8:34 comment added Harry Huang Thanks Yuan, the graded set is quite clear, but the moment generating function is still beyond me.
Nov 10, 2012 at 7:50 history answered Qiaochu Yuan CC BY-SA 3.0