Consider a probability measure $\mu$ on, let's say, $\mathbb R$. 

Is there a necessary and sufficient condition so that $\mu$ has compact support $Supp(\mu)$ ?

I agree this question is too vague, and it may tempting to answer  it by quoting the definition of compactness for the support, so let me be more precise. 

Imagine you know the Fourrier transform $F_\mu$ of $\mu$, that is 
$$
F_\mu(t)=\int e^{itx}\mu(dx),\qquad t\in\mathbb R,
$$
or its Cauchy-Stieltjes transform $C_\mu$, i.e.
$$
C_\mu(z)=\int \frac{\mu(dx)}{z-x},\qquad z\in {\mathbb C }\setminus Supp(\mu),
$$
is there any (necessary and) sufficient condition on $F_\mu$ or $C_\mu$ to force $Supp(\mu)$ to be a compact set ?