Some inequalities for characteristic density functions with bounded variation (Q700467)

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scientific article; zbMATH DE number 1818146
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    Some inequalities for characteristic density functions with bounded variation
    scientific article; zbMATH DE number 1818146

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      Some inequalities for characteristic density functions with bounded variation (English)
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      21 October 2002
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      Let \(p(x)\) be a probability distribution with the bounded variation \(V(p)\). Then its characteristic function \(f(t)\) satisfies the following inequalities \[ |f(t)|\leq\sin(t/V(p))/(t/V(p)),\;|t|\leq\pi V(p),\quad\text{and}\quad |f(t)|\leq V(p)/t,\;t\neq 0. \]
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      probability distribution
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      vertex
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      variation
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