Some inequalities for Laplace transforms

DOI10.1016/J.JMAA.2007.08.031MaRDI QIDQ2467805zbMATH OpenOpenAlexFDO

Authors Chin-Yuan Hu, Gwo Dong Lin

Publication date 28 January 2008

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2007.08.031

zbMATH Keywords

inequalities for Laplace transform

Mathematics Subject Classification ID

Laplace transform (44A10) Characteristic functions; other transforms (60E10) Inequalities; stochastic orderings (60E15)

Review text

The authors have proved Matysiak and Szablowski's conjecture [see \textit{C. Y. Hu} and \textit{G. D. Lin}, J. Math. Anal. Appl. 309, No.~1, 336--352 (2005; Zbl 1074.60022) and 328, No.~1, 201--219 (2007; Zbl 1119.60012)] about a lower bound of real-valued characteristic functions. In this paper they investigate the contreparts for Laplace transforms of nonnegative random variables and besides they show some more inequalities.

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Cites work

• scientific article; zbMATH DE number 3778425 (Why is no real title available?)
• scientific article; zbMATH DE number 193053 (Why is no real title available?)
• Jensen's inequality for distributions possessing higher moments, with application to sharp bounds for Laplace-Stieltjes transforms
• On the geometric compounding model with applications
• Sharp Bounds on Laplace-Stieltjes Transforms, with Applications to Various Queueing Problems
• Some inequalities for characteristic functions
• Some inequalities for characteristic functions
• Some inequalities for characteristic functions. II.
• Two-sided Inequalities for Laplace Transforms

Cited in

(11)

• Laplace transform estimates and deviation inequalities
• Formulas of absolute moments
• Inequalities for derivatives with the Fourier transform
• Necessary and sufficient conditions for unique solution to functional equations of Poincaré type
• Remarks on a link between the Laplace transform and distribution function of a nonnegative random variable
• Inequalities for some classical integral transforms
• scientific article; zbMATH DE number 6682045 (Why is no real title available?)
• Bounds for characteristic functions and Laplace transforms of probability distributions
• Two-sided Inequalities for Laplace Transforms
• scientific article; zbMATH DE number 6423809 (Why is no real title available?)
• Some inequalities for characteristic functions

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