Error Bounds for Numerical Inversion of a Probability Characteristic Function (Q4210285)

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scientific article; zbMATH DE number 1200916
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    Error Bounds for Numerical Inversion of a Probability Characteristic Function
    scientific article; zbMATH DE number 1200916

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      Error Bounds for Numerical Inversion of a Probability Characteristic Function (English)
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      21 September 1998
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      numerical inversion
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      characteristic function
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      probability distribution
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      probability density
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      Fourier series
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      fast Fourier transform
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      trigonometric approximation
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      mean-square convergence
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      minimax convergence
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      Hurwitz zeta function
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      error bounds
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