Lower and upper bounds for characteristic functions (Q1368802): Difference between revisions

Some lower and upper bounds for characteristic functions are sharpened and some new ones are derived. For example, let \(X\) be a random variable with density function \(p(x)\) and characteristic function \(f(t)\). If \(| X|\leq c\) with probability 1 and \(p(x)\leq A\) for all \(x\) \((c\) and \(A\) are constants), then \(| f(t)|\leq 1-1/12A^2c^2\) for \(| t|> \pi/2c\).