Estimates from below for characteristic funcions of probability laws (Q2443470)
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scientific article; zbMATH DE number 6280467
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| English | Estimates from below for characteristic funcions of probability laws |
scientific article; zbMATH DE number 6280467 |
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Estimates from below for characteristic funcions of probability laws (English)
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7 April 2014
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Let \(\varphi(z)=\int_{-\infty}^\infty e^{izx}\, dF(x)\) be the characteristic function of a probability law \(F(x)\). Assume that the function \(\varphi(z)\) is analytic in the disc \(\mathbb{D}_R=\{z:|z|<R\}\), \(0<R\leq+\infty\). Put \(M(r, \varphi)=\max\{|\varphi(z)|: |z|=r<R\}\) and \(W_F(x)=1-F(x)+F(-x)\), \(x\geq 0\). The authors study the connection between the growth of \(M(r, \varphi)\) and the decrease of \(W_F(x)\).
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characteristic function
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probability law
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lower estimate
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0.8880322
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0.88665694
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0.88552856
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0.88161963
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0.8787701
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