Lipschitz Behavior and Integrability of Characteristic Functions
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(13)- Abelian and Tauberian theorems relating the local behavior of an integrable function to the tail behavior of its Fourier transform
- An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process
- Some classes of limit laws containing the stable distributions
- Integrability theorems for a class of integral transforms
- Regularly varying rates of decrease for moduli of continuity and Fourier transforms of functions on \({\mathbb{R}}^ d\)
- \(J\)-Hermitian determinantal point processes: balanced rigidity and balanced palm equivalence
- Positive-part moments via the Fourier-Laplace transform
- Integrability of infinite weighted sums of heavy-tailed i.i.d.\ random variables.
- On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
- Multivariate characteristic functions and tail behaviour
- Approximation of measures by Markov processes and homogeneous affine iterated function systems
- The behaviour of a non-differentiable stationary Gaussian process after a level crossing
- Conditions for the convergence in distribution of maxima of stationary normal processes
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