Computability of probability distributions and characteristic functions

DOI10.2168/LMCS-9(3:9)2013MaRDI QIDQ2846581zbMATH OpenOpenAlexFDO

Authors Takakazu Mori, Yoshiki Tsujii, Mariko Yasugi

Publication date 6 September 2013

Published in Logical Methods in Computer Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.6357

zbMATH Keywords

characteristic functioncomputable functioncomputable probability distributioneffective convergence of functionseffective convergence of probability distributions

Mathematics Subject Classification ID

Theory of numerations, effectively presented structures (03D45) Computation over the reals, computable analysis (03D78) Distribution theory (60E99) Central limit and other weak theorems (60F05)

Abstract: As a part of our works on effective properties of probability distributions, we deal with the corresponding characteristic functions. A sequence of probability distributions is computable if and only if the corresponding sequence of characteristic functions is computable. As for the onvergence problem, the effectivized Glivenko's theorem holds. Effectivizations of Bochner's theorem and de Moivre-Laplace central limit theorem are also proved.

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Cited in

(5)

• Approximate computation of characteristic functionals of some classes of probability measures
• Computability of probability distributions and distribution functions
• scientific article; zbMATH DE number 4033078 (Why is no real title available?)
• scientific article; zbMATH DE number 1347865 (Why is no real title available?)
• Computer Science for Continuous Data

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