Some inequalities for characteristic functions (Q5915493)
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scientific article; zbMATH DE number 1756296
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English | Some inequalities for characteristic functions |
scientific article; zbMATH DE number 1756296 |
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Some inequalities for characteristic functions (English)
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16 June 2002
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The paper gives a unified approach that enables one to obtain some inequalities for characteristic functions. The key idea is based on a classical problem of finding a linear regression of a random variable. This would lead to some differential inequalities satisfied by characteristic functions. Solving some of the inequalities would give explicit bounds for characteristic functions. Some special cases are considered.
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inequalities
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characteristic functions
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differential inequalities
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