Let $X_1, \, \ldots, \, X_N \in \text{Random}(\mathbb{R})$ each be a D3161: Random real number such that
| (i) | $X_1, \, \ldots, \, X_N$ is an D2713: Independent random collection |
Then
\begin{equation}
\mathbb{E} \left( e^{i t \sum_{n = 1}^N X_n} \right)
= \prod_{n = 1}^N \mathbb{E} ( e^{i t X_n} )
\end{equation}
