Lower and upper bounds for characteristic functions (Q1368802)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lower and upper bounds for characteristic functions |
scientific article |
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Lower and upper bounds for characteristic functions (English)
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2 December 1998
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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 \(| t|> \pi/2c\).
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characteristic function
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limit theorems
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stability problems
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