An extremal problem for Fourier transforms of probabilities (Q2565525)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2208765
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An extremal problem for Fourier transforms of probabilities |
scientific article; zbMATH DE number 2208765 |
Statements
An extremal problem for Fourier transforms of probabilities (English)
0 references
27 September 2005
0 references
Let \(\Phi\) be the set of all characteristic functions of one-dimensional probability distributions, \(\Phi_T=\{\varphi\in\Phi:\varphi(T)=0\}\), \(T>0\), and \(M_T(t)=\sup_{\varphi\in\Phi_T}| \varphi(t)| \). Then \(M_T(t)=\cos (\pi t/2T)\) if \(T/t\) is integer and \(M_T(t)=1\) otherwise.
0 references
characteristic function
0 references
survival amplitude
0 references
0 references
0.8859461
0 references
0.8810222
0 references
0.87731636
0 references
