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Topics In Probability 1st Edition Narahari Prabhu Digital
Instant Download
Author(s): Narahari Prabhu
ISBN(s): 9789814335478, 9814335479
Edition: 1
File Details: PDF, 3.13 MB
Year: 2011
Language: english
8039.9789814335478-tp.indd 1 5/25/11 3:50 PM
This page intentionally left blank
 TOPICS IN
PROBABILITY

Narahari Prabhu
Cornell University, USA

World Scientific
NEW JERSEY • LONDON • SINGAPORE • BEIJING • SHANGHAI • HONG KONG • TA I P E I • CHENNAI

8039.9789814335478-tp.indd 2 5/25/11 3:50 PM

 Published by
World Scientific Publishing Co. Pte. Ltd.
5 Toh Tuck Link, Singapore 596224
USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601
UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE

British Library Cataloguing-in-Publication Data

A catalogue record for this book is available from the British Library.

TOPICS IN PROBABILITY
Copyright © 2011 by World Scientific Publishing Co. Pte. Ltd.
All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means,
electronic or mechanical, including photocopying, recording or any information storage and retrieval
system now known or to be invented, without written permission from the Publisher.

For photocopying of material in this volume, please pay a copying fee through the Copyright
Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to
photocopy is not required from the publisher.

ISBN-13 978-981-4335-47-8
ISBN-10 981-4335-47-9

Typeset by Stallion Press

Email: [email protected]

Printed in Singapore.

YeeSern - Topics in Probability.pmd 1 5/12/2011, 2:28 PM

May 12, 2011 14:38 9in x 6in Topics in Probability b1108-fm

Now I’ve understood

Time’s magic play:

Beating his drum he rolls out the show,

Shows different images
And then gathers them in again

Kabir (1450–1518)

v
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May 12, 2011 14:38 9in x 6in Topics in Probability b1108-fm

CONTENTS

Preface ix

Abbreviations xi

1. Probability Distributions 1
1.1. Elementary Properties . . . . . . . . . . . . . . . . . 1
1.2. Convolutions . . . . . . . . . . . . . . . . . . . . . . . 4
1.3. Moments . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.4. Convergence Properties . . . . . . . . . . . . . . . . . 8

2. Characteristic Functions 11
2.1. Regularity Properties . . . . . . . . . . . . . . . . . . 11
2.2. Uniqueness and Inversion . . . . . . . . . . . . . . . . 15
2.3. Convergence Properties . . . . . . . . . . . . . . . . . 17
2.3.1. Convergence of types . . . . . . . . . . . . . . 19
2.4. A Criterion for c.f.’s . . . . . . . . . . . . . . . . . . . 21
2.5. Problems for Solution . . . . . . . . . . . . . . . . . . 24

3. Analytic Characteristic Functions 27

3.1. Definition and Properties . . . . . . . . . . . . . . . . 27
3.2. Moments . . . . . . . . . . . . . . . . . . . . . . . . . 30
3.3. The Moment Problem . . . . . . . . . . . . . . . . . . 31
3.4. Problems for Solution . . . . . . . . . . . . . . . . . . 40

vii
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-fm

viii Topics in Probability

4. Infinitely Divisible Distributions 43

4.1. Elementary Properties . . . . . . . . . . . . . . . . . 43
4.2. Feller Measures . . . . . . . . . . . . . . . . . . . . . 46
4.3. Characterization of Infinitely Divisible
Distributions . . . . . . . . . . . . . . . . . . . . . . . 50
4.4. Special Cases of Infinitely Divisible Distributions . . 54
4.5. Lévy Processes . . . . . . . . . . . . . . . . . . . . . . 57
4.6. Stable Distributions . . . . . . . . . . . . . . . . . . . 58
4.7. Problems for Solution . . . . . . . . . . . . . . . . . . 66

5. Self-Decomposable Distributions; Triangular Arrays 69

5.1. Self-Decomposable Distributions . . . . . . . . . . . . 69
5.2. Triangular Arrays . . . . . . . . . . . . . . . . . . . . 72
5.3. Problems for Solution . . . . . . . . . . . . . . . . . . 78

Bibliography 79

Index 81
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-fm

PREFACE

In this monograph we treat some topics that have been of some

importance and interest in probability theory. These include, in
particular, analytic characteristic functions, the moment problem,
infinitely divisible and self-decomposable distributions.
We begin with a review of the measure-theoretical foundations
of probability distributions (Chapter 1) and characteristic functions
(Chapter 2).
In many important special cases the domain of characteristic func-
tions can be extended to a strip surrounding the imaginary axis
of the complex plane, leading to analytic characteristic functions.
It turns out that distributions that have analytic characteristic func-
tions are uniquely determined by their moments. This is the essence
of the moment problem. The pioneering work in this area is due to
C. C. Heyde. This is treated in Chapter 3.
Infinitely divisible distributions are investigated in Chapter 4. The
final Chapter 5 is concerned with self-decomposable distributions and
triangular arrays. The coverage of these topics as given by Feller in
his 1971 book is comparatively modern (as opposed to classical) but
is still somewhat diffused. We give a more compact treatment.

N. U. Prabhu
Ithaca, New York
January 2010

ix
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-fm

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May 12, 2011 14:38 9in x 6in Topics in Probability b1108-fm

ABBREVIATIONS

Term Abbreviation

characteristic function c.f.

distribution function d.f
if and only if iff
Laplace transform L.T.
probability generating function p.g.f
random variable r.v.

d
Terminology: We write x = y if the r.v.’s x, y have the same distribution.

xi
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch01

Chapter 1

Probability Distributions

1.1. Elementary Properties

A function F on the real line is called a probability distribution

function if it satisfies the following conditions:

(i) F is non-decreasing: F (x + h) ≥ F (x) for h > 0;

(ii) F is right-continuous: F (x+) = F (x);
(iii) F (−∞) = 0, F (∞) ≤ 1.

We shall say that F is proper if F (∞) = 1, and F is defective other-

wise.
Every probability distribution induces an assignment of proba-
bilities to all Borel sets on the real line, thus yielding a proba-
bility measure P . In particular, for an interval I = (a, b] we have
P {I} = F (b) − F (a). We shall use the same letter F both for the
point function and the corresponding set function, and write F {I}
instead of P {I}. In particular

F (x) = F {(−∞, x]}.

We shall refer to F as a probability distribution, or simply a distri-

bution.
A point x is an atom if it carries positive probability (weight). It is
a point of increase iff F {I} > 0 for every open interval I containing x.

1
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch01

2 Topics in Probability

A distribution F is concentrated on the set A if F (Ac ) = 0, where

Ac is the complement of A. It is atomic if it is concentrated on the
set of its atoms. A distribution without atoms is continuous.
As a special case of the atomic distribution we have the arithmetic
distribution which is concentrated on the set {kλ(k = 0, ±1, ±2, . . .)}
for some λ > 0. The largest λ with this property is called the span
of F .
A distribution is singular if it is concentrated on a set of Lebesgue
measure zero. Theorem 1.1 (below) shows that an atomic distribution
is singular, but there exist singular distributions which are continu-
ous.
A distribution F is absolutely continuous if there exists a function
f such that


F (A) = f (x)dx .
A

If there exists a second function g with the above property, then it is

clear that f = g almost everywhere, that is, except possibly on a set
of Lebesgue measure zero. We have F
(x) = f (x) almost everywhere;
f is called the density of F .

Theorem 1.1. A probability distribution has at most countably

many atoms.

Proof. Suppose F has n atoms x1 , x2 , . . . , xn in I = (a, b] with

a < x1 < x2 < · · · < xn ≤ b and weights p(xk ) = F {xk }. Then
n

p(xk ) ≤ F {I}.
k=1

This shows that the number of atoms with weights > n1 is at most
equal to n. Let

Dn = {x : p(x) > 1/n};

then the set Dn has at most n points. Therefore the set D = ∪Dn is
at most countable.

May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch01

Probability Distributions 3

Theorem 1.2 (Jordan decomposition). A probability distribu-

tion F can be represented in the form

F = pFa + qFc (1.1)

where p ≥ 0, q ≥ 0, p + q = 1, Fa , Fc are both distributions, Fa being

atomic and Fc continuous.

Proof. Let {xn , n ≥ 1} be the atoms and p = p(xn ), q = 1 − p.
If p = 0 or if p = 1, the theorem is trivially true. Let us assume that
0 < p < 1 and for −∞ < x < ∞ define the two functions
1  1
Fa (x) = p(xn ), Fc (x) = [F (x) − pFa (x)]. (1.2)
p q
xn ≤x

Here Fa is a distribution because it satisfies the conditions (i)–(iii)

above. For Fc we find that for h > 0

q[Fc (x + h) − Fc (x)] = F (x + h) − F (x) − p(xn ) ≥ 0,
x<xn ≤x+h
(1.3)

which shows that Fc is non-decreasing. Letting h → 0 in (1.3) we

find that

q[Fc (x+ ) − Fc (x)] = F (x+ ) − F (x) = 0,

so that F is right-continuous. Finally, Fc (−∞) = 0, while Fc (∞) = 1.

Therefore Fc is a distribution.

Theorem 1.3 (Lebesgue decomposition). A probability distri-

bution can be represented as the sum

F = pFa + qFsc + rFac (1.4)

where p ≥ 0, q ≥ 0, r ≥ 0, p + q + r = 1, Fa is an atomic distribution,

Fsc is a continuous but singular distribution and Fac is an absolutely
continuous distribution.
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch01

4 Topics in Probability

Proof. By the Lebesgue decomposition theorem on measures we

can express F as
F = aFs + bFac , (1.5)
where a ≥ 0, b ≥ 0, a + b = 1, Fs is a singular distribution and
Fac is an absolutely continuous distribution. Applying Theorem 1.2
to Fs we find that Fs = p1 Fa + q1 Fsc , where p1 ≥ 0, q1 ≥ 0, p1 +
q1 = 1. Writing p = ap1 , q = aq1 , r = b we arrive at the desired
result (1.4).

Remark. Although it is possible to study distribution functions

and measures without reference to random variables (r.v.) as we have
done above, it is convenient to start with the definition
F (x) = P {X ≤ x}
where X is a random variable defined on an appropriate sample
space.

1.2. Convolutions

Let F1 , F2 be distributions and F be defined by

∞
F (x) = F1 (x − y)dF2 (y) (1.6)
−∞

where the integral obviously exists. We call F the convolution of F1

and F2 and write F = F1 ∗ F2 . Clearly F1 ∗ F2 = F2 ∗ F1 .

Theorem 1.4. The function F is a distribution.

Proof. For h > 0 we have

∞
F (x + h) − F (x) = [F1 (x − y + h) − F1 (x − y)]dF2 (y) ≥ 0
−∞
(1.7)
so that F is non-decreasing. As h → 0,
F1 (x − y + h) − F1 (x − y) → F1 (x − y+) − F1 (x − y) = 0;
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch01

Probability Distributions 5

since

∞
|F1 (x − y + h) − F1 (x − y)| ≤ 2, 2dF2 (y) = 2,
−∞

the right side of (1.7) tends to 0 by the dominated convergence theo-

rem. Therefore F (x+ )−F (x) = 0, so that F is right-continuous. Since
F1 (∞) = 1 the dominated convergence theorem gives F (∞) = 1.
Similarly F (−∞) = 0. Therefore F is a distribution.

Theorem 1.5. If F1 is continuous, so is F. If F1 is absolutely

continuous, so is F .

Proof. We have seen in Theorem 1.4 that the right-continuity of

F1 implies the right-continuity of F . Similarly the left-continuity of
F1 implies that of F . It follows that if F1 is continuous, so is F .
Next let F1 be absolutely continuous, so there exists a function
f1 such that

x
F1 (x) = f1 (u)du.
−∞

Then

∞
x
F (x) = dF2 (y) f1 (u − y)du
−∞ −∞

x 
∞ 
= f1 (u − y)dF2 (y) du
−∞ −∞

so that F is absolutely continuous, with density

∞
f (x) = f1 (x − y)dF2 (y). (1.8)
−∞

Remarks.
1. If X1 , X2 are independent random variables with distributions
F1 , F2 , then the convolution F = F1 ∗ F2 is the distribution of their
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch01

6 Topics in Probability

sum X1 + X2 . For



F (z) = P {X1 + X2 ≤ z} = dF1 (x)dF2 (y)
x+y≤z

∞
z−y
∞
= dF2 (y) dF1 (x) = F1 (z − y)dF2 (y).
−∞ −∞ −∞
However, it should be noted that dependent random variables X1 , X2
may have the property that the distribution of their sum is given by
the convolution of their distributions.
2. The converse of Theorem 1.5 is false. In fact two singular distri-
butions may have a convolution which is absolutely continuous.
3. The conjugate of any distribution F is defined as the distribution
F̃ , where
F̃ (x) = 1 − F (−x− ).
If F is the distribution of the random variable X, then F̃ is the
distribution of −X. The distribution F is symmetric if F = F̃ .
4. Given any distribution F , we can symmetrize it by defining the
distribution ◦ F , where
◦
F = F ∗ F̃ .
It is seen that ◦ F is a symmetric distribution. It is the distribution
of the difference X1 − X2 , where X1 , X2 are independent variables
with the same distribution F .

1.3. Moments

The moment of order α > 0 of a distribution F is defined by

∞
µα = xα dF (x)
−∞
provided that the integral converges absolutely, that is,

∞
να = |x|α dF (x) < ∞;
−∞
να is called the absolute moment of order α. Let 0 < α < β. Then
for |x| ≤ 1 we have |x|α ≤ 1, while for |x| > 1 we have |x|α ≤ |x|β .
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch01

Probability Distributions 7

Thus we can write |x|α ≤ |x|β + 1 for all x and so

∞
∞
∞
α β
|x| dF (x) ≤ (1 + |x| )dF (x) = 1 + |x|β dF (x).
−∞ −∞ −∞

This shows that the existence of the moment of order β implies the
existence of all moments of order α < β.

Theorem 1.6. The moment µα of a distribution F exists iff

xα−1 [1 − F (x) + F (−x)] (1.9)

is integrable over (0, ∞).

Proof. For t > 0 an integration by parts yields the relation

t
|x|α dF (x) = −tα [1 − F (t) + F (−t)]
−t

t
+α xα−1 [1 − F (x) + F (−x)]dx. (1.10)
0

From this we find that

t
t
α
|x| dF (x) ≤ α xα−1 [1 − F (x) + F (−x)]dx
−t 0

so that if (1.9) is integrable over (0, ∞), να (and therefore µα ) exists.

Conversely, if να exists, then since


|x|α dF (x) > |t|α [1 − F (t) + F (−t)]
|x|>t

the first term on the right side of (1.10) vanishes as t → ∞ and the
integral there converges as t → ∞.

Theorem 1.7. Let

∞
ν(t) = |x|t dF (x) < ∞
−∞

for t in some interval I. Then log ν(t) is a convex function of t ∈ I.

May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch01

8 Topics in Probability

Proof. Let a ≥ 0, b ≥ 0, a + b = 1. Then for two functions ψ1 , ψ2

we have the Hölder inequality

∞ 
∞ a
1/a
|ψ1 (x)ψ2 (x)|dF (x) ≤ |ψ1 (x)| dF (x)
−∞ −∞

∞ b
1/b
× |ψ2 (x)| dF (x)
−∞

provided that the integrals exist. In this put ψ1 (x) = xat1 , ψ2 (x) =
xbt2 , where t1 , t2 ∈ I. Then

ν(at1 + bt2 ) ≤ ν(t1 )a ν(t2 )b (1.11)

or taking logarithms,

log ν(at1 + bt2 ) ≤ a log ν(t1 ) + b log ν(t2 )

which establishes the convexity property of log ν.

Corollary 1.1 (Lyapunov’s inequality). Under the hypothesis of

1
Theorem 1.7, νtt is non-decreasing for t ∈ I.

Proof. Let α, β ∈ I and choose a = α/β, t1 = β, b = 1 − a, t2 = 0.

Then (1.11) reduces to
α/β
να ≤ νβ (α ≤ β)

where we have written νt = ν(t).

1.4. Convergence Properties

We say that I is an interval of continuity of a distribution F if I is

open and its end points are not atoms of F . The whole line (−∞, ∞)
is considered to be an interval of continuity.
Let {Fn , n ≥ 1} be a sequence of proper distributions. We say
that the sequence converges to F if

Fn {I} → F {I} (1.12)

May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch01

Probability Distributions 9

for every bounded interval of continuity of F . If (1.12) holds for

every (bounded or unbounded) interval of continuity of F , then the
convergence is said to be proper, and otherwise improper. Proper
convergence implies in particular that F (∞) = 1.
Examples
1. Let Fn be uniform in (−n, n). Then for every bounded interval
contained in (−n, n) we have


dx |I|
Fn {I} = = → 0 as n → ∞
I 2n 2n
where |I| is the length of I. This shows that the convergence is
improper.
2. Let Fn be concentrated on { n1 , n} with weight 1/2 at each atom.
Then for every bounded interval I we have
Fn {I} → 0 or 1/2
according as I does not or does contain the origin. Therefore the
limit F is such that it has an atom at the origin, with weight 1/2.
Clearly F is not a proper distribution.
3. Let Fn be the convolution of a proper distribution F with the
normal distribution with mean zero and variance n−2 . Thus

∞
n 2 2
Fn (x) = F (x − y) √ e−(1/2)n y dy
−∞ 2π

∞
1 2
= F (x − y/n) √ e−(1/2)y dy.
−∞ 2π
For finite a, b we have

b
∞
1 2
dFn (x) = [F (b − y/n) − F (a − y/n)] √ e−(1/2)y dy
a −∞ 2π
→ F (b− ) − F (a− ) as n → ∞
by the dominated convergence theorem. If a, b are points of continuity
of we can write
Fn {(a, b)} → F {(a, b)} (1.13)
so that the sequence {Fn } converges properly to F .
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch01

10 Topics in Probability

If X is a random variable with the distribution F and Yn is an

independent variable with the above normal distribution, then we
know that Fn is the distribution of the sum X + Yn . As n → ∞, it
is obvious that the distribution of this sum converges to that of X.
This justifies the definition of convergence which requires (1.13) to
hold only for points of continuity a, b.

Theorem 1.8 (Selection theorem). Every sequence {Fn } of dis-

tributions contains a subsequence {Fnk , k ≥ 1} which converges
(properly or improperly) to a limit F .

Theorem 1.9. A sequence {Fn } of proper distributions converges to

F iff

∞
∞
u(x)dFn (x) → u(x)dF (x) (1.14)
−∞ −∞
for every function u which is bounded, continuous and vanishing at
±∞. If the convergence is proper, then (1.14) holds for every bounded
continuous function u.

The proofs of these two theorems are omitted.

May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch02

Chapter 2

Characteristic Functions

2.1. Regularity Properties

Let F be a probability distribution. Then its characteristic function

(c.f.) is defined by

∞
φ(ω) = eiωx dF (x) (2.1)
−∞

√
where i = −1, ω real. This integral exists, since

∞
∞
iωx
|e |dF (x) = dF (x) = 1. (2.2)
−∞ −∞

Theorem 2.1. A c.f. φ has the following properties:

(a) φ(0) = 1 and |φ(ω)| ≤ 1 for all ω.

(b) φ(−ω) = φ̄(ω), and φ̄ is also a c.f.
(c) Re φ is also a c.f.

Proof. (a) We have

∞
∞
φ(0) = dF (x) = 1, |φ(ω)| ≤ |eiωx |dF (x) = 1.
−∞ −∞

11
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch02

12 Topics in Probability

∞
(b) φ̄(ω) = −∞ e−iωx F (dx) = φ(−ω). Moreover, let F̃ (x) =
1 − F (−x− ). Then

∞
∞
∞
iωx −iωx
e F̃ {dx} = e F̃ {−dx} = e−iωx F {dx}.
−∞ −∞ −∞

Thus φ(−ω) is the c.f. of F̃ , which is a distribution.

(c) Re φ = 12 φ + 12 φ̄ = c.f. of 12 F + 12 F̃ , which is a distribution.

Theorem 2.2. If φ1 , φ2 are c.f.’s, so is their product φ1 φ2 .

Proof. Let φ1 , φ2 be the c.f.’s of F1 , F2 respectively and consider
the convolution

∞
F (x) = F1 (x − y)dF2 (y).
−∞
We know that F is a distribution. Its c.f. is given by

∞
∞
∞
φ(ω) = eiωx dF (x) = eiωx dF1 (x − y)dF2 (y)
−∞ −∞ −∞

∞
∞
= eiωy dF2 (y) eiω(x−y) dF1 (x − y)
−∞ −∞

= φ1 (ω)φ2 (ω).
Thus the product φ1 φ2 is the c.f. of the convolution F1 ∗ F2 .

Corollary 2.1. If φ is a c.f., so is |φ|2 .

Proof. We can write |φ|2 = φφ̄, where φ̄ is a c.f. by
Theorem 2.1(b).

Theorem 2.3. A distribution F is arithmetic iff there exists a real

ω0 
= 0 such that φ(ω0 ) = 1.
Proof. (i) Suppose that the distribution is concentrated on {kλ,
λ > 0, k = 0, ±1, ±2, . . .} with the weight pk at kλ. Then the c.f.
is given by
∞

φ(ω) = pk eiωkλ .
−∞

Clearly φ(2π/λ) = 1.
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch02

Characteristic Functions 13

(ii) Conversely, let φ(ω0 ) = 1 for ω0 

= 0. This gives

∞
(1 − eiω0 x )dF (x) = 0.
−∞
Therefore

∞
(1 − cos ω0 x)dF (x) = 0
−∞
2kπ
which shows that the points of increase of F are among ω0 (k =
0, ±1, ±2, . . .). Thus the distribution is arithmetic.

Corollary 2.2. If φ(ω) = 1 for all ω, then the distribution is con-

centrated at the origin.

Remarks.
1. If F is the distribution of a random variable, then we can write
φ(ω) = E(eiωX )
so that the c.f. is the expected value of eiωX . We have φ(−ω) =
E(e−iωX ), so that φ(−ω) is the c.f. of the random variable −X. This
is Theorem 2.1(b).
2. If X1 , X2 are two independent random variables with c.f.’s φ1 , φ2 ,
then
φ1 (ω)φ2 (ω) = E[eiω(X1 +X2 ) ]
so that the product φ1 φ2 is the c.f. of the sum X1 + X2 . This is only
a special case of Theorem 2.2, since the convolution F1 ∗ F2 is not
necessarily defined for independent random variables.
3. If φ is the c.f. of the random variable X, then |φ|2 is the c.f. of
the symmetrized variable X1 − X2 , where X1 , X2 are independent
variables with the same distribution as X.

Theorem 2.4. (a) φ is uniformly continuous.

(b) If the n-th moment exists, then the n-th derivative exists and is
a continuous function given by

∞
φ(n) (ω) = eiωx (ix)n dF (x). (2.3)
−∞
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch02

14 Topics in Probability

(c) If the n-th moment exists, then φ admits the expansion

n
 (iω)n
φ(ω) = 1 + µn + 0(ω n ) (ω → 0). (2.4)
1
n!

Proof. (a) We have

∞
φ(ω + h) − φ(ω) = eiωx (eihx − 1)dF (x) (2.5)
−∞
so that

∞
|φ(ω + h) − φ(ω)| ≤ |eihx − 1|dF (x)
−∞

∞
≤2 | sin(hx/2)|dF (x).
−∞
Now



| sin(hx/2)|dF (x) ≤ dF (x) < ε
x<−A,x>B x<−A,x>B
by taking A, B large, while

B
B
| sin(hx/2)|dF (x) ≤ η dF (x) < η.
−A −A
since | sin(hx/2)| < η for h small. Therefore |φ(ω +h)−φ(ω)| → 0
as h → 0, which proves uniform continuity.
(b) We shall prove (2.3) for n = 1, the proof being similar for n > 1.
We can write (2.5) as

∞
φ(ω + h) − φ(ω) eihx − 1
= eiωx · dF (x). (2.5 )
h −∞ h
Here
   
 iωx eihx − 1   eihx − 1 
e · ≤  ≤ |x|
 h   h 
and

∞
|x|dF (x) < ∞
−∞

by hypothesis. Moreover (eihx − 1)/h → ix as h → 0. Therefore

letting h → 0 in (2.5 ) we obtain by the dominated convergence
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch02

Characteristic Functions 15

theorem that

∞
φ(ω + h) − φ(ω)
→ ixeiωx dF (x)
h −∞
as required. Clearly, this limit is continuous.
(c) We have
n
 (iωx)n
eiωx = + o(ω n xn ) (ω → 0)
n=0
n!
so that

∞ n

∞
iωx (iω)n
e dF (x) = 1 + µn + o(ω n xn )dF (x),
−∞ n! −∞
n=1
where the last term on the right side is seen to be o(ω n ).

Remark . The converse of (b) is not always true: thus φ (ω) may
exist, but the mean may not. A partial converse is the following:
Suppose that φ(n) (ω) exists. If n is even, then the first n moments
exist, while if n is odd, the first n − 1 moments exist.

2.2. Uniqueness and Inversion

Theorem 2.5 (uniqueness). Distinct distributions have distinct
c.f.’s.

Proof. Let F have the c.f. φ, so that

∞
φ(ω) = eiωx dF (x).
−∞
We have for a > 0

∞
a 1 2 2
√ e− 2 a ω −iωy φ(ω)dω
−∞ 2π

∞
∞
a 1 2 2
= √ e− 2 a ω −iωy eiωx dF (x)
−∞ 2π −∞

∞
∞
a 1 2 2
= dF (x) eiω(x−y) √ e− 2 a ω dω,
−∞ −∞ 2π
the inversion of integrals being clearly justified. The last integral is
the c.f. (evaluated at x − y) of the normal distribution with mean 0
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch02

16 Topics in Probability

2 2
and variance a−2 , and therefore equals e−(x−y) /2a . We therefore
obtain the identity

∞
∞
1 − 12 a2 ω 2 −iωy 1 1 2
e φ(ω)dω = √ e− 2a2 (y−x) dF (x)
2π −∞ −∞ 2πa
(2.6)
for all a > 0. We note that the right side of (2.6) is the density of the
convolution F ∗ Na , where Na is the normal distribution with mean
0 and variance a2 . Now if G is a second distribution with the c.f. φ,
it follows from (2.6) that F ∗ Na = G ∗ Na . Letting a → 0+ we find
that F ≡ G as required.

Theorem 2.6 (inversion). (a) If the distribution F has c.f. φ and

|φ(ω)/ω| is integrable, then for h > 0

∞
1 1 − e−iωh
F (x + h) − F (x) = e−iωx · φ(ω)dω. (2.7)
2π −∞ iω
(b) If |φ| is integrable, then F has a bounded continuous density f
given by

∞
1
f (x) = e−iωx φ(ω)dω. (2.8)
2π −∞

Proof. (b) From (2.6) we find that the density fa of Fa = F ∗ Na

is given by

∞
1 1 2 2
fa (x) = e− 2 a ω −iωx φ(ω)dω. (2.9)
2π −∞
Here the integrand is bounded by |φ(ω)|, which is integrable by
hypothesis. Moreover, as a → 0+ , the integrand → e−iωx φ(ω). There-
fore by the dominated convergence theorem as a → 0+ ,

∞
1
fa (x) → e−iωx φ(ω)dω = f (x) (say).
2π −∞
Clearly, f is bounded and continuous. Now for every bounded
interval I we have


Fa {I} = fa (x)dx.
I
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Characteristic Functions 17

Letting a → 0+ in this we obtain

F {I} = f (x)dx
I

if I is an interval of continuity of F . This shows that f is the density

of F , as required.
(a) Consider the uniform distribution with density

1
uh (x) = for −h < x < 0, and = 0 elsewhere.
h

Its convolution with F has the density

∞
x+h
1 F (x + h) − F (x)
fh (x) = uh (x − y)dF (y) = dF (y) =
−∞ x h h

and c.f.

∞
1 − e−iωh
φh (ω) = φ(ω) · eiωx uh (x)dx = φ(ω) · .
−∞ iωh

By (b) we therefore obtain

∞
F (x + h) − F (x) 1 1 − e−iωh
= e−iωx φ(ω) · dω
h 2π −∞ iωh

provided that |φ(ω)(1 − e−iωh )/iω| is integrable. This condition

reduces to condition that |φ(ω)/ω| is integrable.

2.3. Convergence Properties

Theorem 2.7 (continuity theorem). A sequence {Fn } of distri-

butions converges properly to a distribution F iff the sequence {φn }
of their c.f.’s converges to φ, which is continuous at the origin. In
this case φ is the c.f. of F.
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18 Topics in Probability

Proof. (i) If {Fn } converges properly to F , then

∞
∞
u(x)dFn (x) → u(x)dF (x)
−∞ −∞

for every continuous and bounded function u. For u(x) = eiωx

it follows that φn (ω) → φ(ω) where φ is the c.f. of F . From
Theorem 2.4(a) we know that φ is uniformly continuous.
(ii) Conversely suppose that φn (ω) → φ(ω), where φ is continuous at
the origin. By the selection theorem there exists a subsequence
{Fnk , k ≥ 1} which converges to F , a possibly defective distri-
bution. Using (2.6) we have

∞
∞
a 1 2 1 2
√ e−iωy− 2 a ω2 φnk (ω)dω = e− 2a2 (y−x) dFnk (x).
2π −∞ −∞

Letting k → ∞ in this we obtain

∞
∞
a 1 2 1 2
√ e−iωy− 2 a ω2 φ(ω)dω = e− 2a2 (y−x) dF (x)
2π −∞ −∞

≤ F (∞) − F (−∞). (2.10)

Writing the first expression in (2.10) as

∞
1 1 2
√ e−iω(y/a)− 2 ω φ(ω/a)dω (2.11)
2π −∞

and applying the dominated convergence theorem we find that (2.11)

converges to φ(0) = 1 as a → ∞. By (2.10) it follows that F (∞) −
F (−∞) ≥ 1, which gives F (−∞) = 0, F (∞) = 1, so that F is proper.
By (i) φ is the c.f. of F , and by the uniqueness theorem F is unique.
Thus every subsequence {Fnk } converges to F .

Theorem 2.8 (weak law of large numbers). Let {Xn , n ≥ 1}

be a sequence of independent random variables with a common dis-
tribution and finite mean µ. Let Sn = X1 + X2 + · · · + Xn (n ≥ 1).
Then as n → ∞, Sn /n → µ in probability.
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Characteristic Functions 19

Proof. Let φ be the c.f. of Xn . The c.f. of Sn /n is then

E(eiω(Sn /n) ) = φ(ω/n)n = [1 + iµ(ω/n) + 0(1/n)]n → eiµω

as n → ∞. Here eiµω is the c.f. of a distribution concentrated at the

point µ. By the continuity theorem it follows that the distribution of
Sn /n converges to this degenerate distribution.

Theorem 2.9 (central limit theorem). Let {Xn , n ≥ 1} be a

sequence of independent random variables with a common distribu-
tion and

E(Xn ) = µ, Var(Xn ) = σ 2

(both being finite). Let Sn = X1 + X2 + · · · + Xn (n ≥ 1). Then as

√
n → ∞, the distribution of (Sn − nµ)/σ n converges to the standard
normal.

Proof. The random variables (Xn −µ)/σ have mean zero and vari-
ance unity. Let their common c.f. be φ. Then the c.f. of (Sn − nµ)/
√
σ n is
√ 1 2
φ(ω/ n)n = [1 − ω 2 /2n + 0(1/n)]n → e− 2 ω

where the limit is the c.f. of the standard normal distribution. The
desired result follows by the continuity theorem.

Remark . In Theorem 2.7 the convergence of φn → φ is uniform

with respect to ω in [−Ω, Ω].

2.3.1. Convergence of types

Two distributions F and G are said to be of the same type if

G(x) = F (ax + b) (2.12)

with a > 0, b real.

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20 Topics in Probability

Theorem 2.10. If for a sequence {Fn } of distributions we have

Fn (αn x + βn ) → G(x), Fn (an x + bn ) → H(x) (2.13)

for all points of continuity, with αn > 0, an > 0, and G and H are
non-degenerate distributions, then
αn βn − bn
→ a, →b and G(x) = H(ax + b) (2.14)
an an
(0 < a < ∞, |b| < ∞).

Proof. Let Hn (x) = Fn (an x + bn ). Then we are given that

Hn (x) → H(x) and also Hn (ρn x + σn ) = Fn (αn x + βn ) → G(x),
where
αn βn − bn
ρn = , σn = . (2.15)
an an
With the obvious notations we are given that

φn (ω) → φ(ω), ψn (ω) ≡ e−iωσn /ρn φn (ω/ρn ) → ψ(ω)

uniformly in −Ω ≤ ω ≤ Ω. Let {ρnk } be a subsequence of {ρn } such

that ρnk → a (0 ≤ a ≤ ∞). Let a = ∞, then

|ψ(ω)| = lim |ψnk (ω)| = lim |φnk (ω/ρnk )| = |φ(0)| = 1

uniformly in [−Ω, Ω], so that ψ is degenerate, which is not true. If

a = 0, then

|φ(ω)| = lim |φnk (ω)| = lim |ψnk (ρnk ω)| = |ψ(0)| = 1,

so that φ is degenerate, which is not true. So 0 < a < ∞. Now

ψnk (ω) ψ(ω)
e−iω(σnk /ρnk ) = →
φnk (ω) φ(ω)
so that σnk /ρnk → a limit b/a (say). Also

ψ(ω) = e−iω(b/a) φ(ω/a). (2.16)

It remains to prove the uniqueness of the limit a. Suppose there are

two subsequences of {ρn } converging to a and a , and assume that
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Characteristic Functions 21

a < a . Then the corresponding subsequences of {bn } converge to b, b

(say) From (2.16) we obtain



e−iω(b/a) φ(ω/a) = e−iω(b /a ) φ(ω/a )
and hence |φ(ω/a)| = |φ(ω/a )| or
|φ(ω)| = |φ(a/a )ω| = |φ(a2 /a2 )ω| = · · · = |φ(an /an )ω| = |φ(0)| = 1.
This means that φ is degenerate, which is not true. So a ≮ a .
Similarly a ≯ a . Therefore a = a , as required. Since we have
proved (2.16), the theorem is completely proved.

2.4. A Criterion for c.f.’s

A function f of a real variable ω is said to be non-negative definite in

(−∞, ∞) if for all real numbers ω1 , ω2 , . . . , ωn and complex numbers
a1 , a2 , . . . , an
n

f (ωr − ωs )ar ās ≥ 0. (2.17)
r,s=1

For such a function the following properties hold.

(a) f (0) ≥ 0. If in (2.17) we put n = 2, ω1 = ω, ω2 = 0, a1 = a, a2 = 1
we obtain
f (0)(1 + |a|2 ) + f (ω)a + f (−ω)ā ≥ 0. (2.18)
When ω = 0 and a = 1 this reduces to f (0) ≥ 0.
(b) f¯(ω) = f (−ω). We see from (2.18) that f (ω)a + f (−ω)ā is real.
This gives f¯(ω) = f (−ω).
(c) |f (ω)| ≤ f (0). In (2.18) let us choose a = λf¯(ω) where λ is real.
Then
f (0) + 2λ|f (ω)|2 + λ2 |f (ω)|2 f (0) ≥ 0.
This is true for all λ, so |f (ω)|4 ≤ |f (ω)|2 [f (0)]2 or |f (ω)| ≤ f (0), as
required.

Theorem 2.11. A function φ of a real variable is the c.f. of a dis-

tribution iff it is continuous and non-negative definite.
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22 Topics in Probability

Proof. (i) Suppose φ is a c.f.; that is,

∞
φ(ω) = eiωx dF (x)
−∞

where F is a distribution. By Theorem 2.4(a), φ is continuous.

Moreover,
n

φ(ωr − ωs )ar ās
r,s=1
n

∞
= ar ās ei(ωr −ωs )x dF (x)
r,s=1 −∞

 n  n 
∞  
= ar eiωr n ās e−iωs x dF (x)
−∞ 1 1

 n 2
 ∞ 
 iωr x 
=  ar e  dF (x) ≥ 0
−∞  i


which shows that φ is non-negative definite.

(ii) Conversely, let φ be continuous and non-negative definite. Then
considering the integral as the limit of a sum we find that

τ
τ


e−i(ω−ω )x φ(ω − ω  )dωdω  ≥ 0 (2.19)
0 0

for τ > 0. Now consider

1 τ τ −λ(ω−ω
)x
Pτ (x) = e φ(ω − ω  )dωdω 
τ 0 0

∞
= e−isx φτ (s)ds (2.20)
−∞

where

 |t|
1− τ φ(t) for |t| ≤ τ
φτ (t) = .

0 for |t| ≥ τ
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch02

Characteristic Functions 23

From (2.20) we obtain

∧
1 |λ| itλ
ψ∧ (t) = 1− e Pτ (λ)dλ
2π −∧ ∧

∞
∧
1 |λ| λ(t−s)λ
= φτ (s)ds 1− e dλ
2π −∞ −∧ ∧

∞
1 4 sin2 21 ∧ (s − t)
= φτ (s)ds → φτ (t) as ∧ → ∞.
2π −∞ ∧(s − t)2
On the account of (2.19), ψλ is a c.f., and φτ is continuous at
the origin. By the continuity theorem φτ is a c.f. Again
φτ (t) → φ(t) as τ → ∞
and since φ is continuous at the origin it follows that φ is a c.f.
as was to be proved.

Remark. This last result is essentially a theorem due to S. Bochner.

Remark on Theorem 2.7. If a sequence {Fn } of distributions con-
verges properly to a distribution F , then the sequence {φn } of their
c.f.’s converges to φ, which is the c.f. of F and the convergence is
uniform in every finite interval.
Proof. Let A < 0, B > 0 be points of continuity of F . We have

∞
∞
φn (ω) − φ(ω) = eiωx Fn {dx} − eiωx F {dx}
−∞ −∞



iωx
= e Fn {dx} − eiωx F {dx}
x<A,x>B x<A,x>B

B
B
iωx
+ e Fn {dx} − eiωx F {dx}
A A

= I1 + I2 + I3 (say).
We have

B
B
I3 = eiωx Fn {dx} − eiωx F {dx}
A A

B
iωx
= {e [Fn (x) − F (x)]}B
A − iω eiωx [Fn (x) − F (x)]dx
A
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24 Topics in Probability

and so

|I3 | = |Fn (B) − F (B)| + |Fn (A) − F (A)|

B
+ |ω| |Fn (x) − F (x)|dx.
A

Given ε > 0 we can make

|Fn (B) − F (B)| < ε/9, |Fn (A) − F (A)| < ε/9

for n sufficiently large. Also, since |Fn (x) − F (x)| ≤ 2 and Fn (x) →
F (x) at points of continuity of F , we have for |ω| < Ω

B
B
|ω| |Fn (x) − F (x)|dx ≤ Ω |Fn (x) − F (x)|dx < ε/9.
A A

Thus
|I3 | < ε/3.

Also for A, B sufficiently large



  1
|I1 | ≤  e Fn {dx} ≤ 1 − Fn (B) + Fn (A) < ε
iωx
x<A,x>B 3


  1
|I2 | ≤  eiωx Fn {dx} ≤ 1 − Fn (B) − Fn (A) < ε.
x<A,x>B 3
The results follow from the last three inequalities.

2.5. Problems for Solution

1. Consider the family of distributions with densities fa (−1 ≤ a ≤

1) given by
fa (x) = f (x)[1 + a sin(2π log x)]

where f (x) is the log-normal density

1 2
f (x) = √ x−1 e−1/2(log x) for x > 0.
2π
= 0 for x ≤ 0.
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch02

Characteristic Functions 25

Show that fa has exactly the same moments as f . (Thus

the log-normal distribution is not uniquely determined by its
moments).
2. Let {pk , k ≥ 0} be a probability distribution, and {Fn , n ≥ 0} a
sequence of distributions. Show that
∞

pn Fn (x)
n=0
is also a distribution.
−|ω|
3. Show that φ(ω) = eλ(e −1) is a c.f., and find the corresponding
density.
4. A distribution is concentrated on {±2, ±3, . . .} with weights
c
pk = 2 (k = ±2, ±3, . . .)
k log |k|
where c is such that the distribution is proper. Find its c.f. φ and
show that φ exists but the mean does not.
α
5. Show that the function φ(ω) = e−|ω| (α > 2) is not a c.f.
6. If a c.f. φ is such that φ(ω)2 = φ(cω) for some constant c, and
the variance is finite, show that φ is the c.f. of the normal distri-
bution.
7. A degenerate c.f. φ is factorized in the form φ = φ1 φ2 , where φ1
and φ2 are c.f.’s. Show that φ1 and φ2 are both degenerate.
8. If the sequence of c.f.’s {φn } converges to a c.f. φ and ωn → ω0 ,
show that φn (ωn ) → φn (ω0 ).
9. If {φn } is a sequence of c.f.’s such that φn (ω) → 1 for −δ < ω < δ,
then φn (ω) → 1 for all ω.
10. A sequence of distributions {Fn } converges properly to a non-
degenerate distribution F . Prove that the sequence {Fn (an x +
bn )} converges to a distribution degenerate at the origin iff
an → ∞ and bn = 0(an ).
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch03

Chapter 3

Analytic Characteristic
Functions

3.1. Definition and Properties

Let F be a probability distribution and consider the transform

∞
φ(θ) = eθx dF (x) (3.1)
−∞
√
for θ = σ + iω, where σ, ω are real and i = −1. This certainly
exists for θ = iω. Since

B 
B
 
 eθx
dF (x)≤ eσx dF (x), (3.2)
 
A A
∞
φ(θ) exists if −∞ eσx dF (x) is finite. Clearly, the integrals

∞
0
eσx dF (x), eσx dF (x) (3.3)
0 −∞
converge for σ < 0, σ > 0 respectively. Suppose there exist numbers
α, β (0 < α, β ≤ ∞) such that the first integral in (3.3) converges
for σ < β and the second for σ > −α, then

∞
eσx dF (x) < ∞ for − α < σ < β. (3.4)
−∞

In this case φ(θ) converges in the strip −α < σ < β of the complex
plane, and we say (in view of Theorem 3.1 below) that F has an
analytic c.f. φ. If α = β = ∞ the c.f. is said to be entire (analytic on
the whole complex plane).

27
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28 Topics in Probability

The following examples show that a distribution need not have

an analytic c.f. and also that there are distributions with entire
c.f.’s. The conditions under which an analytic c.f. exists are stated
in Theorem 3.5.
Examples

Distribution c.f. Regions of existence

„ «
n k n−k
Binomial: f (n, k) = p q (q + peθ )n whole plane
k
1 1 2 1 2
Normal: f (x) = √ e− 2 x e2θ whole plane
2π
1 1
Cauchy: f (x) = · e−|θ| σ=0
π 1 + x2
„ «−α
xα−1 θ
Gamma: f (x) = e−λxλ α 1− σ<λ
Γ(α) λ
1 −|x|
Laplace: f (x) = e (1 − θ2 )−1 −1 < σ < 1
2

λk θ
Poisson: f (k) = e−λ eλ(e −1)
whole plane
k!

Theorem 3.1. The c.f. φ is analytic in the interior of the strip of

its convergence.
Proof. Let

∞
φ(θ + h) − φ(θ)
I= − xeθx dF (x)
h −∞
where the integral converges in the interior of the strip of conver-
gence, since for δ > 0,

∞ 
∞
∞
 
 θx 
xe dF (x) ≤ |x|e dF (x) ≤
σx
eδ|x|+σx dF (x)

−∞ −∞ −∞
and the last integral is finite for −α + δ < σ < β − δ. We have

∞  hx 
θx e − 1 − hx
I= e dF (x)
−∞ h

∞
= eθx (h(x2 /2!) + h2 x3 /3! + · · · )dF (x).
−∞
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch03

Analytic Characteristic Functions 29

Therefore

∞
|I| ≤ eσx |h||x|2 (1 + |hx|/1! + |hx|2 /2! + · · · )dF (x)
−∞

∞
≤ |h| eσx+δ|x|+|h||x|dF (x) < ∞
−∞

in the interior of the strip of convergence. As |h| → 0 the last expres-

sion tends to zero, so

∞
φ(θ + h) − φ(θ)
→ xeθx dF (x).
h −∞

Thus φ (θ) exists for θ in the interior of the strip, which means that
φ(θ) is analytic there.

Theorem 3.2. The c.f. φ is uniformly continuous along vertical

lines that belong to the strip of convergence.

Proof. We have

∞ 
 
|φ(σ + iω1 ) − φ(σ + iω2 )| =  e (e 1 − e 2 )dF (x)
σx iω x iω x

−∞∞
≤ eσx |ei(ω1 −ω2 )x − 1|dF (x)
−∞

∞
=2 eσx |sin(ω1 − ω2 )(x/2)|dF (x).
−∞

Since the integrand is uniformly bounded by eσx and approaches 0

as ω1 → ω2 , uniformly continuity follows.

Theorem 3.3. An analytic c.f. is uniquely determined by its values

on the imaginary axis.

Proof. φ(iω) is the c.f. discussed in Chapter 2 and the result fol-
lows by the uniqueness theorem of that section.

Theorem 3.4. The function log φ(σ) is convex in the interior of the
strip of convergence.
May 12, 2011 14:38 9in x 6in Topics in Probability b1108-ch03

30 Topics in Probability

Proof. We have
d2 φ(σ)φ (σ) − φ (σ)2
log φ(σ) =
dσ 2 φ(σ)2
and by the Schwarz inequality

∞ 2 
∞ 2
1 1
 2
φ (σ) = σx
xe dF (x) = e 2 · xe 2 dF (x)
σx σx
−∞ −∞

∞
∞
≤ e dF (x) ·
σx
x2 eσx dF (x) = φ(σ)φ (σ).
−∞ −∞
d2
Therefore dσ2 log φ(σ) ≥ 0, which shows that log φ(σ) is convex.

Corollary 3.1. If F has an analytic c.f. φ and φ (0) = 0, then φ(σ)

is minimal at σ = 0. If φ is an entire function, then φ(σ) → ∞ as
σ → ±∞, unless F is degenerate.

3.2. Moments

Recall that

∞
∞
µn = xn dF (x), νn |x|n dF (x)
−∞ −∞

have been defined as the ordinary moment and absolute moment of

order n respectively. If F has an analytic c.f. φ, then µn = φ(n) (0),
and
∞
θn
φ(θ) = µn ,
0
n!

the series being convergent in |θ| < δ = min(α, β). The converse is
stated in the following theorem.
n
Theorem 3.5. If all moments of F exist and the series µn θn! has
a nonzero radius of convergence ρ, then φ exists in |σ| < ρ, and
inside the circle |θ| < ρ,
∞
 θn
φ(θ) = µn .
n!
0
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“Until you did—yes. Oh, Esther,” with a sudden outburst of
tenderness, “don’t look like that and don’t speak like that—to me.
How could I go? If you knew how hard I had tried to make myself see
that I ought to do what you asked! But I couldn’t! I know I shouldn’t
go. I came to beg you not to insist on it. And I haven’t seen you for
so long, two whole weeks! I have looked forward to to-night— Oh,
dearest, please! Let’s not quarrel again. Let’s—”
He came toward her. She stepped back.
“Don’t!” she cried. “Don’t! I— Oh, I can hardly believe all this! It
doesn’t seem possible that it is you who have said such things. The
last time you were here, when you said what you did about Uncle
Foster I—well, after you had gone I tried to find excuses for you. I
knew you were disappointed and—well, I was sure you didn’t mean
what you said and would tell me so when we met again. And now,
instead of that, you say the same things—or worse. So you did mean
them, after all.”
“Well—well—oh, hang it all! Esther, I said—I said what I believed—
yes. And I believe it now.”
“Then you believe my uncle is a scamp and a hypocrite and a liar—
and I don’t know what beside. You believe that!”
“I didn’t call him a liar. But I do believe all this keeping you at home
and telling me that I ought to go is just a part of his scheme to
separate us. Yes, and I believe you think it is, too—or you would if
you weren’t so loyal to him and would let yourself think honestly.... I
won’t say that he has lied, exactly, but—”
“Why not? You have called Seymour Covell a liar. Not to his face—
oh, no! But behind his back—to me.”
“Well—I—”
“That is enough. I don’t want to hear any more. Not a word.”
“But, Esther—”
“No. I have learned a great deal to-night. You paid no attention to my
wishes. You say yourself that you had no intention of promising what
I asked, even when you knew it was as hard for me as it could be for
you, and that I asked it just for your sake. And then—as if that wasn’t
enough—you let me see that you are going to stay here because
you don’t trust me out of your sight.”
“I do. I didn’t say—”
“Yes, you did. Well, you may do as you please. And I shall do as I
please. Good-night.”
“Esther—”
“Good-night.”
He held out his arms. Then, as she made no move nor spoke, the
temper, which he had fought so hard to conquer, got the better of
him again.
“All right,” he said, turning. “All right, then. I said I wasn’t a fool. I was
wrong, I guess; I have been one, even if I’m not now. You care a
whole lot more for your old scamp of an uncle than you do for me,
and you can order me out and let this Covell stay.... I have learned a
few things myself this evening.... Good-night!”
He strode from the room and, a moment later, the front door of the
Townsend mansion closed behind him.
This time the parting was absolute, irrevocable, final; they were sure
of it, both of them. And they were too angry to care—then.
 CHAPTER XVI
FOSTER TOWNSEND was noticing a change in his niece’s manner
and behavior. The change, it seemed to him, dated from the evening
when Seymour Covell and Bob Griffin renewed their
acquaintanceship in the library, when they met in his own and
Esther’s presence. At least, if not that evening, then certainly the
next morning. Prior to that, for two weeks or more, she had been, he
thought, unusually grave and quiet, and at times in her manner
toward him there was—or he fancied there was—a certain constraint
which he did not understand. He did not question her concerning it;
that troubled conscience of his made him not too eager to press an
understanding. She could not have learned from Jane Carter the real
reason why her European trip had been given up. He had sworn the
Carter woman to secrecy and her obligation to him was too great to
allow her to risk dropping a hint to Esther in the letters which the
latter occasionally received.
Nevertheless there was something wrong. He thought it quite
probable that, as Griffin did not call, the pair might have had a falling
out. Soon, however, he heard of Elisha Cook’s illness and Bob’s
absence was explained. The telegram announcing Seymour Covell’s
visit, followed by the prompt appearance of that young man at the
Townsend mansion took his mind from other matters and he ceased
to wonder concerning Esther’s odd behavior. Then, all at once, her
behavior became still more odd, although in an exactly opposite way,
and was again forced upon his attention.
From the morning following the Griffin call—a surprisingly short one
it had seemed to him considering their fortnight’s separation—her
gravity and preoccupation disappeared. Now she very seldom went
to her room to remain there alone for an hour or more. She was with
him or with Covell the greater part of every day and in the evenings.
She was always ready to sing or play when asked and from being
but passively interested in the “Pinafore” production she became
very eager and seemed to look forward to each rehearsal. These
rehearsals were almost nightly as the date of performance drew
near, and between times Josephine and Rackstraw spent hours
practicing their scenes together in the parlor at or beside the piano.
And Bob Griffin came no more to the house.
Esther’s attitude toward Seymour Covell had changed also. When
he first came she was pleasant and agreeable when in his company,
but she never sought that company. In fact, her uncle was inclined to
feel that she kept away from it as much as she politely could. There
was no doubt whatever that Covell sought hers. From the moment of
their introduction he had sought it. During his first meal at the
Townsend table he, as Nabby told her husband, repeating what the
maid had told her, looked at Esther “a whole lot more than he did at
what was on his plate.”
“Did she look at him as much as all that?” Varunas had asked.
“I didn’t hear. I don’t know’s I’d blame her much if she did. He’s worth
lookin’ at. Handsome a young feller as I’ve ever set eyes on. I don’t
know’s I shan’t be fallin’ in love with him myself,” Nabby added, with
a surprising affectation of kittenishness.
Varunas seemed to find it surprising enough. He looked at her for a
moment and then turned on his heel.
“Where you goin’ now?” his wife demanded.
“Down street—to buy you a lookin’ glass,” he retorted and slammed
the door.
This new change in Esther affected her relations with the visitor. She
avoided him no longer. They were together a great deal, although, to
be entirely honest, he was still the pursuer. Foster Townsend was not
wholly satisfied with this condition of affairs. He liked young Covell
well enough; for the matter of that it would have been hard not to like
him. As Covell, Senior, wrote in his first letter, he possessed the
knack of making people like him at first sight. Varunas, crotchety as
he very often was, liked him immensely, although he refused to
admit it to his wife, who was continually chanting praises.
Townsend was a good judge of men and prided himself upon that
faculty, so, although he found his friend’s son agreeable, witty, a
fascinating talker and the best of company, he reserved his decision
concerning what might lie beneath all these taking qualities until he
should come to know him better. As he would have expressed it, he
wanted time to find out how he “wore.” There were some objections
already in his mind. He expressed one of them to Varunas, with
whom he was likely to be as confidential as with any one except his
niece—or, of course and at times, with Reliance Clark.
“He’s almost too good looking,” he said. “I never saw one of those
fellows yet—one so pretty that he looked as if he belonged in a
picture book—who wasn’t spoiled by fool women. There are enough
of that kind in Harniss who would like nothing better than the chance
to spoil this one; that is plain enough already. And he doesn’t mind
their trying—that is just as plain.”
Varunas nodded. He had half a mind to repeat a few stories he had
heard. There was Margery Wheeler, people were saying that she
was making a fool of herself over young Covell, although they did
say that he paid little attention to her. And there was a girl named
Campton, whose family lived on the lower road, not far from Tobias
Eldridge’s home, who was pretty and vivacious and who bore the
local reputation of being a “great hand for the fellows.” She had a
passable voice and was one of Sir Joseph Porter’s “sisters or
cousins or aunts” in the “Pinafore” chorus. She and Seymour Covell
were friendly, it was said. Mrs. Tobias Eldridge was responsible for
the report that he had been seen leaving the Campton cottage at a
late hour. Mrs. Eldridge confided to a bosom friend that, from what
she could make out, he didn’t come to that cottage very early either.
“Saw Esther home from rehearsal first and then went down to Carrie
Campton’s without tellin’ anybody; that’s my guess, if you want to
know,” she whispered. “But for heaven’s sake don’t say I ever said
such a thing. Course it may not be true, but Tobias himself saw
somebody he was sure was him comin’ out of their front door at
twelve o’clock last time he went to lodge meetin’. Last time Tobias
went, I mean.”
The bosom friend had imparted this confidence, as a secret not to be
divulged, to another bosom friend, and, at last, some one had
whispered it to Varunas Gifford. Varunas was tempted to tell the
story to his employer, but decided not to do so. It might stir up
trouble; you never could tell how Cap’n Foster would take a yarn of
that kind. He would be just as likely as not to declare it was all a lie,
and no one’s business anyhow, and give him—Varunas—fits for
repeating it. And, after all, it was no one’s business—except
Seymour’s. Young fellows were only young once and Carrie
Campton was “cute” and attractive. Varunas cherished the illusion
that when he, himself, was young he had been a heartbreaker. And
he liked Covell. So he said nothing about the rumored philandering.
The advance sale of seats for the “Pinafore” production had
exceeded all expectations. And the evening of the performance
brought to the town hall the largest audience it had ever held, even
larger than that attending the Old Folks’ Concert. Miss Abbie
Makepeace, who contributed the Harniss “locals” to the Item, sat up
until three o’clock the following morning writing rhapsodies
concerning the affair. She used up the very last half inch of space
allotted to her and interesting jottings like “Our well known boniface
Mrs. Sarepta Ginn will close her select boarding house and hostelry
on the fifteenth of the month for the season as usual” were obliged to
be put over for another week. Abbie’s whole column was filled with
naught but “Pinafore.” “I never supposed there could be anything
else as important as that happen in this town in one week,” she
explained to Reliance Clark the next day. “If I’d ever expected—but,
my soul, who could expect such a thing!”
Varunas made no less than three trips from the mansion to the hall
that evening. His first passengers were Esther and Seymour Covell,
who, being performers, were obliged to be on hand early for dress
and make-up. The next occupants of the rear seat were Foster
Townsend and Captain and Mrs. Benjamin Snow. The Snow carryall
was in the paintshop and Townsend had invited them to ride with
him. Nabby and the maid were the third load. It was not until the
Giffords were in their seats at the hall that Varunas found opportunity
to ask the question which was in his mind.
“Nabby,” he whispered, “is anything the matter between Seymour
and Esther? Have they had a fallin’ out or anything?”
His wife turned to look at him. “What makes you ask that?” she
whispered, in return.
“The way they acted all the time I was drivin’ ’em down here to-night.
Never hardly spoke a word to each other, they didn’t. That is, she
never. He set out to once or twice, but she scarcely so much as
answered him. Anything happened that you know of?”
She shook her head. “They was that way all through supper,” she
said. “Cap’n Foster noticed it, too. The hired girl said she
suspicioned somethin’ was up, so I made an excuse and went into
the dinin’ room myself. They was mum as a deef and dumb asylum
when I was there and I see the cap’n watchin’ ’em and pullin’ his
whiskers the way he does when he’s bothered. I couldn’t make it out.
They were sociable as could be at dinner time and I heard ’em
singin’ their songs and laughin’ in the parlor afterwards. Whatever
happened must have been after that, that’s sure.”
Varunas nodded. “Oh, well,” he observed philosophically, “probably
’tain’t nothin’ much. They’ll get over it. Young fellows and girls are
always squabblin’ when they’re keepin’ company. Huh,” with a
chuckle, “I remember one time when I was sparkin’ around with—”
He paused and changed the subject. “There’s Cornelius Gott,
struttin’ in,” he said. “Goin’ to lead the music, they tell me. Got his
funeral clothes on, of course. He gives me the creeps, that feller
does. When I think of all the folks he’s helped lay out—Godfreys!”
Mrs. Gifford ignored the talented Cornelius.
“Why didn’t you finish what you was sayin’ first along?” she
demanded, tartly. “Who was this one you used to spark around with?
I don’t recollect ever hearin’ about her afore.”
Her husband shifted on the settee. “Oh, nobody, I guess,” he
muttered. “I was just talkin’.”
“Humph! I guess ’twas a nobody, too. Nobody that was anybody
would have done much sparkin’ with you.”
“Is that so? Well, I never noticed you lockin’ the door when I used to
trot around three times a week.... Oh, well, there, there! let’s don’t
fight about what can’t be helped—I mean what’s past and gone. If
Seymour and Esther have had a rumpus probably ’twon’t last long....
I don’t know, though; she’s pretty fussy. All the Townsends are hard
to please. You’ve got to step just so or they’ll light on you. Look how
that Griffin boy was hangin’ around; and now where is he? Don’t
come nigh the place.”
Nabby sniffed. “He never amounted to anything,” she declared. “I
knew perfectly well Esther’d hand him his walkin’ ticket when she got
ready. Mercy on us, Varunas Gifford, you ain’t puttin’ old Lisha
Cook’s grandson in the same barrel with Mr. Covell, are you?”
The overture began just then and the curtain rose soon afterward.
The group of tars adjacent to the rickety canvas bulwarks of the
good ship “Pinafore” announced that they sailed the ocean blue,
taking care to obey orders and not lean against those bulwarks.
They welcomed their gallant captain, who in turn informed them that
he never swore a big, big D. Abbie Makepeace glanced anxiously at
the Rev. Mr. Colton when she heard this; but, as he was smiling, she
decided it might be proper to smile a little, too. Rackstraw and
Josephine and Dick Deadeye and Sir Joseph and all the rest made
their entrances and were greeted with applause. The performance
swung on, gaining momentum and spirit as the performers recovered
from stage fright. The voice of the prompter was heard not too
frequently and none of the scenery fell down, although it suffered
from acute attacks of the shivers. A great success, from beginning to
end.
But, whereas at the Old Folks’ Concert, Esther Townsend had
scored the unquestioned hit of the evening; on this occasion her
triumph was shared by another. If, as Josephine, she was applauded
and encored and acclaimed, so also was Seymour Covell as Ralph
Rackstraw. If some of the mothers and fathers in that hall could have
read the minds of their daughters while that handsome sailor was on
the stage, they might have been surprised and disturbed. Covell was
entirely at ease. There was no awkwardness or stage fright in his
acting or singing. His voice rang strong and true, he played his part
with grace and dash, and when in the final chorus, arrayed in the
glittering uniform of a captain in the Royal Navy, he clasped
Josephine in his arms and tunefully declared that the “clouded sky
was now serene,” even the demurely proper Miss Makepeace was
conscious of a peculiar thrill beneath the bosom of her black silk.
The fascinating young gentleman from Chicago was before, as well
as behind, the footlights the hero of the performance.
Esther, in spite of the applause and encores, the floral tributes and
the praise of her associates behind the scenes, was conscious that
she was not doing her best. Even in the midst of her most important
scenes she found her thoughts wandering miserably. Memories of
the happy evening of the concert kept intruding upon her mind.
When the bouquets were handed her by Mr. Gott she accepted them
smilingly, but with no inward enthusiasm. Her uncle’s floral tribute
was even more beautiful and expressive than on the former occasion
and from her Aunt Reliance came a bunch of old-fashioned posies
which were lovely and fragrant. A magnificent cluster of carnations
bore the card of Seymour Covell. She scarcely looked at them; she
and Mr. Covell had had an unpleasant scene in the parlor that
afternoon. He might not have meant to be presuming—he had
protested innocence of any such intention and had contritely begged
her pardon—but she was not in a forgiving mood. It had been a
horrid day and the evening was just as detestable. She cared little
for the approval of her friends and nothing whatever for the flowers
they gave her. There were no tea roses among them. Bob Griffin
was not in the audience. She had looked everywhere for him but he
was not there. There was no reason why he should be, of course.
Considering the way he had treated her he would have been brazen
indeed to come.
She bore the congratulations and handshakes as best she could, but
she whispered to her uncle that she was very tired and begged to be
taken home as soon as possible. The Snows were left at their door
and she and Foster Townsend and Nabby and Varunas rode back to
the mansion together. Seymour Covell remained at the hall. He had
promised to help in the “clearing up.” He suggested that he be
permitted to walk home when the clearing up was over, but to this
Captain Townsend would not consent. “Varunas will drive back for
you,” he said. An argument followed, for Covell insisted that he might
not be ready to leave for two hours or more and Gifford must not be
kept from his bed so long. It ended in a compromise. Varunas was to
drive the span to the hall once more, hitch the horses in one of the
sheds at the rear, and return to the mansion on foot.
“By the time you’re through, Seymour,” declared the captain, “you
won’t want to do any more walking. You’ll be glad enough to ride. It
won’t do the horses any harm to stand in the shed a warm night like
this.”
Esther went to her own room, almost immediately after her arrival at
the big house. She was too weary even to talk, she told her uncle.
Townsend announced his own intention of “turning in” at once. “No
need for any of us to sit up for Seymour,” he added. “I told Varunas
he needn’t, either. Seymour will do his own unharnessing. He is
handy with horses and he’ll attend to the span; he told me he would.”
So, within an hour after the fall of the final curtain, the Townsend
mansion was, except for the hanging lamp burning dimly in the front
hall, as dark as most of the other houses in Harniss. The lights in the
town hall were extinguished just before midnight. The rattle of the
last carriage wheel along the main road or the depot road or the
Bayport road died away. From the window of the bedroom in their
house on the lower road Mr. Tobias Eldridge peered forth for his
usual good-night look at the sky and the weather.
“Clear as a bell,” announced Tobias. “Never see so many stars in my
life, don’t know as I ever did. Lights things up pretty nigh much as
moonlight.”
“Oh, come to bed,” ordered his wife, who was already there. “I never
see such a man to sit up when there wasn’t any need for it. I’ll bet
you there ain’t another soul wastin’ kerosene along this road from
beginnin’ to end. Do put out that lamp.”
Her husband chuckled. “You’d lose your bet,” he observed. “There’s
a light in the Campton settin’-room. I can see it from here. Carrie
ain’t home yet, I guess. Say, she looked mighty pretty up there on
the stage to-night, didn’t she?”
Mrs. Eldridge sniffed. “She done her best to look that way,” she said.
“Paint and powder and I don’t know what all! If I was her folks she’d
be to home before this, now I tell you. Put out that lamp!”
Tobias obeyed orders. “Women are funny critters,” he philosophized.
“You are all down on Carrie because she is pretty and the boys like
her. Next to Esther Townsend she was the best-lookin’ girl in that
show to-night. I heard more than one say so, too.”
“Umph! More men, you mean. I don’t doubt it. Well, handsome is that
handsome does, but men don’t never pay attention to that. There’s
no fool like an old fool—especially an old man fool. Well, you’re in
bed at last, thank goodness! Now let’s see if there is such a thing as
sleep.”
If Tobias had been permitted to remain longer at the window, and if
he had looked up the beach and away from the village instead of
down the road leading toward it, he might have noticed another
yellow glare flash into being behind the dingy panes of a building not
far from his post of observation. He would have been surprised and
perhaps disturbed to the point of investigation had he seen it, for the
building was his own property; this light came from the bracket lamp
in Bob Griffin’s “studio” beyond the low point, facing the sea.
Esther had been wrong when she decided that Bob was not in the
town hall during the performance of “Pinafore.” He had made up his
mind not to go near the place. He had no wish to see her under such
conditions. He tried to convince himself that he never wished to see
her again—anywhere, at any time. She had treated him abominably.
She had led him on, had encouraged—or, at least, had never
discouraged—his visits and his society. She must have guessed that
he was falling in love with her; surely it was plain enough. And then,
when circumstances had forced from him avowal of that love, she
had not—no, she had not resented it. She had even allowed him to
think that his affection was, to an extent, returned. And she had been
glad when he announced his intention of joining her in Paris. And
then—oh, he must not think of the happenings since then!
Well, he was through with her forever. Absolutely through. He could
go to Paris now with a clear conscience. His grandfather was
practically well again and he might go when he pleased. Yet so far
he had made no new reservations nor set a date for his departure.
To be away, far away, where he could not see her or hear of her
ought, considering everything, to have been an alluring prospect—
but it was not.
On the evening of the opera he had remained with his grandfather
until the latter’s early hour for retiring. Then he came downstairs and
tried to read, but soon threw down his book and went out. He
harnessed the horse to the buggy and drove out of the yard with no
definite destination in mind. The horse, perhaps from force of habit,
turned east along the main road. Later that main road became the
main road of Harniss. By that time Bob had decided to go to the town
hall—never mind why; he, himself, was not certain. He left the horse
and buggy at the local livery stable. It was after eight when he
climbed the steps of the hall. The curtain had risen and there was
“standing room only,” so the ticket seller told him. He crowded in
behind a double row of other standees at the rear of the ranks of
benches and remained there, looking and listening, to the bitter end.
It was bitter. When she made her first entrance and smiled in
pleased surprise at the applause which greeted her, he began to
suffer the pangs of self-torture. The sight of her, beautiful, charming,
the sound of her voice, the zest with which she played her part—all
these were like poisoned arrows to him. If she had shown the least
evidence of the misery she should have felt, which he was feeling—
but she did not. To all outward appearance she was happy, she was
enjoying herself. She had forgotten him entirely. And the tender
looks which she bestowed upon Seymour Covell as her sailor lover
were altogether too convincing. Those love scenes which Bob had
resentfully remembered when she told him Covell was to play
Rackstraw were far worse in their portrayal than in his fancy. A
dozen times he was on the point of leaving the hall, but he did not
leave; he remained and saw and suffered. Furiously jealous, utterly
wretched, he stood there until the curtain fell. Then he hurried out
into the night, eager to get away from her, from the crowd, from
everybody—from his own thoughts, if that were possible.
It was not, of course. At first he started toward the stable where he
had left the Cook horse and buggy. Half-way there he changed his
mind and, leaving the main road, turned down the lower road until he
came to the beach. He was in no hurry to get back to Denboro. His
grandfather was sure to be awake and expecting him and ready for
questions and conversation. He would have to tell where he had
been and, if he mentioned the “Pinafore” performance, that would
have to be described in detail. He simply could not talk about it now,
that evening, and he would not. The memory of the final tableau,
with Esther and Covell in close embrace, was—was— If he could
only forget it! If he could forget her!
He tramped the beach for miles in the starlight. At last, suddenly
awakening to a realization of the distance he had traveled, he turned
and walked back again. He endeavored to dismiss the evening’s
torture from his mind and to center his thinking upon himself and
what his own course should be. The sensible thing was to go abroad
at once. He would go. Then, having clenched his teeth upon this
determination, he immediately unclenched them.... To go and leave
her with her scheming uncle had been bad enough, but to leave her
with this other fellow, who was, of course, just one more pawn in the
Townsend game, that was the point where his resolution stuck and
refused to pass.
He came opposite his beach studio and, acting upon a sudden
impulse, unlocked the door and entered. He lighted the bracket lamp
and sat down in a chair to continue his thinking, and, if possible,
reach some decision. It was as hard to reach there as it had been
during his walk. Covell—Covell—Covell! For that fellow to marry
Esther Townsend! Yet, on the other hand, why not? Handsome,
accomplished, fascinating—the son of a millionaire! And backed by
the influence of the big mogul of Ostable County! What chance had
Elisha Cook’s grandson against that combination? If Esther had ever
really loved him—Bob Griffin—then— But she did not. She had
thrown him off like an old glove. Then, in heaven’s name, why was
he such a fool as to waste another thought on her?
He rose from the chair determined to sail for Europe by the next
steamer. He blew out the lamp, locked the door, and started, walking
more briskly now, in the general direction of the livery stable. Still
thinking and debating, in spite of his brave determination, he had
reached a point just beyond the Campton cottage on the lower road
when he heard a sound which caused him to awaken from his
nightmare. A thick dump of silver-leaf saplings bordered the road at
his left and in their black shadow he saw a bulk of shadow still
blacker, a shadow which moved. He walked across to investigate.
As he came near the shadow assumed outline. A two-seated
carriage and a pair of horses. He recognized the outfit at once. The
horses were the Townsend span and the carriage the Townsend
“two-seater.” He could scarcely believe it. What on earth were they
doing there, on the lower road, at this time of night—or morning?
The idea that the span might have run away, or wandered off by
themselves, was dispelled when, upon examination, he found them
attached by a leather hitching strap to the stockiest of the silver-leaf
saplings. This, of course, but made the puzzle still harder to answer.
Who had brought them there? Varunas alone; or Varunas acting as
driver for Foster Townsend? But, if Townsend had come to one of the
few houses on that part of the road, where was Varunas, who would,
naturally, remain with the horses? And if Varunas had come alone—
why? And there was no dwelling within fifty yards of that spot.
Bob turned and looked up the road. The nearest house was that
occupied by Henry Campton, father of Carrie Campton whom Bob
knew slightly and had seen that evening in the “Pinafore” chorus at
the town hall. The Campton cottage was on the other side of the
way, but its windows were dark. He turned to look in the opposite
direction and as he did so, he heard, from somewhere behind him, a
door close softly. Turning once more, he saw a figure walking rapidly
toward the spot where the span was tethered.
Bob started to walk away and then hesitated. He was curious,
naturally. If the person approaching was Captain Foster Townsend
he had no wish to meet him; but if, as was more probable, the
person was Varunas Gifford then he was tempted to wait and ask
what he was doing there at two o’clock in the morning. So he
remained in the shadow by the carriage. It was not until the
newcomer was within a few feet of him that the recognition came.
The man who had come out of the Campton house was neither
Townsend nor Gifford, but Seymour Covell.
Covell did not recognize Bob. It was not until the latter moved that he
grasped the fact that there was any one there. Then he started,
stopped and leaned forward to look.
“Who is that?” he demanded, sharply. Bob stepped out from the
shadow.
“It is all right, Covell,” he said. “Don’t be alarmed.”
Covell did not, apparently, recognize him even then. He stood still
and tried to peer under the shade of the Griffin hatbrim.
“Who is it?” he repeated, his tone still sharply anxious.
Bob pushed back the hat. “Griffin,” he answered. “It is all right.
Nothing to be frightened about.”
Covell took a step toward him. “Eh?” he queried. “What—? Oh, it is
you, is it! I couldn’t see.” Then, after a moment, he added: “What are
you doing here?”
The tone in which the question was put was neither pleasant nor
polite. There was resentment in it and suspicion, so it seemed to
Griffin. He was strongly tempted to counter with an inquiry of his
own, for surely his presence at that spot at that time was not more
out of the ordinary than Seymour Covell’s. His explanation was easy
to give, however, so he gave it.
“Nothing in particular,” he replied. “I have been down at my shanty,
the one I use as a studio, and I was walking back when I saw these
horses standing here. I wondered, at first, whose they were and then
why they had been left here at this time of night. So I stopped for a
minute to investigate, that is all.”
The explanation was complete and truthful, but Covell seemed to
find it far from satisfactory.
“Humph!” he grunted, still scrutinizing Griffin intently and with a
frown. “That is all, is it? You weren’t here for any particular reason,
then?”
“No. Why should I be?”
“I don’t know why you should. I can’t see that you need be
concerned with these horses. Nor why they were left here or who left
them, for that matter. What business was it of yours?”
“Not any, I suppose. It seemed a little odd, considering the time.
When I saw whose horses they were I couldn’t imagine why Captain
Townsend or his driver had come to this part of the town so late. I
never thought of you.... Good-night.”
He turned to go, but Covell detained him.
“Wait!” he ordered. “Say, look here, Griffin, there are a good many
odd things about all this, seems to me. I want to know why you—
Say, where is this place you call a studio?”
“A quarter of a mile up the beach. Why?”
“Do you usually spend your nights in it?”
“No.”
“You live in—what is it?—Denboro, don’t you?”
“Yes.”
“Then you are a long way from home, I should say.... Yes, and with a
damned poor excuse, if you want to know.”
Bob did not answer. The fellow’s tone and manner were offensive
and, disliking him as he did and with his own temper set on a hair
trigger just then, he thought it best to leave before the interview
became a quarrel. He turned to go, but Covell caught him by the
shoulder.
“No, you don’t!” he declared. “You don’t get out of it like that. I want
to know why you are hanging around here in the middle of the night.”
Bob shook the grip from his shoulder.
“What is the matter with you, Covell?” he demanded, angrily. “Don’t
speak to me like that.”
“I speak as I please. Now then, out with it! What are you doing
here?”
“I told you. For the matter of that, what are you doing here,
yourself?... Not that I care what you do, of course.”
Covell’s fists clenched. For an instant Bob thought he was going to
strike him. He did not, however. Instead he laughed, mockingly.
“Oh, no, you don’t care, do you?” he sneered. “You don’t care a little
bit. I could see that when we met that night at the Townsends’. Well,
I haven’t met you there since, I’ll say that much.”
It was Bob who narrowed the space between them. His step brought
them face to face.
“Covell,” he said, deliberately, “you are drunk, I suppose. That is the
only excuse I can think of for you. Well, drunk or sober, you may go
to the devil. Do you understand?”
“I understand you all right, Griffin. And I understand why you are
hanging around, trying to find out what I do and where I go. I can
understand that well enough. You cheap sneak!”
Bob scarcely heard the epithet. It was the first part of the speech
which brought enlightenment to his mind. At last he understood, as
he might so easily have understood before if he had had time to
think. Involuntarily he glanced over his shoulder at the Campton
cottage.
“I see!” he exclaimed. “Oh, yes, yes! I see.... Humph!”
Covell had noticed the look and its direction. He raised his hand.
“By gad!” he cried, his voice rising almost to a shout. “I’ll—”
He sprang forward, his fist upraised. Bob, by far the cooler of the
two, seized the lifted arm and held it.
“Hush!” he whispered. “Hush, you fool! There is some one coming.”
Some one was coming, was almost upon them. If they had not been
so absorbed in their own affairs they would have heard the step
minutes before and might have noticed that it had paused as if the
person, whoever he or she might be, had stopped to listen. Now the
steps came on again and the walker, a man, appeared on the
sidewalk opposite. He was evidently looking in their direction.
“Hello!” he hailed, after a moment. “Who is that? What’s the matter?
Anything?”
Bob answered. “No. Nothing is the matter,” he said.
“Oh! I didn’t know but there might be.... Say, who are you, anyhow?”
There was no reply to this. The man—his voice, so Bob thought,
seemed familiar although he could not identify it—took a step
forward as if to cross the road. Then he halted and asked, a little
uneasily: “You’re out kind of late, ain’t you?”
Again it was Bob who answered. “Why, yes, rather,” he said, as
calmly as he could, considering the state of his feelings. “We’re all
right. Don’t let us keep you. You are out rather late yourself, aren’t
you?”
In spite of its forced calmness the tone was not too inviting. The man
stepped back to the sidewalk.
“Why—why, I don’t know but I be,” he stammered, a little anxiously.
After another momentary pause he added, “Well, good-night,” and
hurried on at a pace which became more rapid as he rounded the
other thicket of silver-leaves at the bend just beyond. He passed out
of sight around its edge. Bob, who had been holding the Covell arm
during the interruption, now threw it from him.
“There!” he said, between his teeth. “Now go home, Covell. Go
home. Unless,” with sarcasm, “you have more calls to make between
now and breakfast time. At any rate, get away from me. I have had
enough of you.”
Covell did not move. He was breathing rapidly. “You low down spy!”
he snarled. “I’d like to know whether you are doing your spying on
your own account or whether you were put up to it.... Well,” savagely,
“I’ll tell you one thing; your sneaking tricks won’t get you anywhere
with—with the one you are trying to square yourself with. You can
bet your last dollar on that.”
And now it was Bob who sprang forward. Just what might have
happened if Covell had remained where he was is a question. Bob
was beyond restraint or words. His impulse was to give this fellow
what he richly deserved and to do it then and there.
But Covell sprang backward. Not with the idea of avoiding battle—he
was no coward—but to find space in which to meet it. His leap threw
him against the fore wheel of the Townsend carriage and the shock
almost knocked him from his feet. The nervous horses reared and
pranced. The wheel turned.
“Look out!” shouted Bob, in alarm.
The warning was too late. Covell fell—fell almost beneath the
plunging hoofs. A moment later, when Griffin dragged him from their
proximity, he was white and senseless, an ugly gash in his forehead.
 CHAPTER XVII
FOSTER TOWNSEND was, ordinarily, a sound sleeper. Possessed
of a good digestion, he seldom lay awake and seldom dreamed. In
the small hours of the morning following his return from the
“Pinafore” performance his sleep was disturbed. Just what had
disturbed it he was not sure, but he lay with half-opened eyes
awaiting the repetition of the sound, if sound there had actually been.
He did not have to wait long. “Clang! Clang! Clang!” There was no
doubt of the reality now. Some one was turning the handle of the
spring bell on the front door of the mansion.
He scratched a match and looked at his watch on the table by the
bed. The time was after two o’clock. Who in the world would ring that
bell at that hour? And why?
He did not waste moments in speculation. Rising hurriedly he lit the
lamp, pulled on his trousers and thrust his bare feet into slippers.
Then, lamp in hand, he opened the door leading to the upper hall.
The bell had clanged twice during his hasty dressing. He had not
been the only one to hear it. There was a light in Esther’s room, and
its gleam shone beneath her door. From behind that door she spoke.
“Uncle Foster!” she called. “Uncle Foster, is that you? What is it?
What is the matter?”
Before he could reply Nabby Gifford’s shrill voice sounded from the
far end of the passageway leading to the rooms in the ell.
“Is that you, Cap’n Foster?” quavered Nabby, tremulously. “Are you
awake, too?”
Townsend, half-way down the stairs, grunted impatiently, “Do you
think I’m walking in my sleep?” he growled. “Don’t be frightened,
Esther,” he added. “I guess likely it’s Seymour ringing the bell. He
must have forgotten his key.”
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