Some inequalities for characteristic functions (Q5915493)

From MaRDI portal
scientific article; zbMATH DE number 1756296
Language Label Description Also known as
English
Some inequalities for characteristic functions
scientific article; zbMATH DE number 1756296

    Statements

    Some inequalities for characteristic functions (English)
    0 references
    16 June 2002
    0 references
    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.
    0 references
    inequalities
    0 references
    characteristic functions
    0 references
    differential inequalities
    0 references

    Identifiers