An inequality for a multidimensional characteristic function

DOI10.1137/S0040585X97978117MaRDI QIDQ2752972zbMATH OpenOpenAlexFDO

Authors N. G. Gamkrelidze

Publication date 22 October 2001

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97978117

zbMATH Keywords

characteristic functiondensitylimit theoremstandard normal densityvector-valued random variable

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Inequalities; stochastic orderings (60E15)

Review text

An inequality for a characteristic function of a vector-valued random variable with a density which is ``close to the normal density is proved. The inequality could be applied for estimating the rate of convergence in limit theorems for densities.

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• Another Esseen-type inequality for multivariate probability density functions
• The Hörmander-Mellin inequality in multiple characteristics
• On One Inequality for Characteristic Functions
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• scientific article; zbMATH DE number 4211149 (Why is no real title available?)
• Some inequalities for characteristic functions

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