An extremal problem for Fourier transforms of probabilities

DOI10.1016/J.CRMA.2005.07.021MaRDI QIDQ2565525zbMATH OpenOpenAlexFDO

Authors Zhengmin Zhang, Shunlong Luo

Publication date 27 September 2005

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2005.07.021

zbMATH Keywords

characteristic functionsurvival amplitude

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10)

Review text

Let \(\Phi\) be the set of all characteristic functions of one-dimensional probability distributions, \(\Phi_T=\{\varphi\in\Phi:\varphi(T)=0\}\), \(T>0\), and \(M_T(t)=\sup_{\varphi\in\Phi_T}| \varphi(t)| \). Then \(M_T(t)=\cos (\pi t/2T)\) if \(T/t\) is integer and \(M_T(t)=1\) otherwise.

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Cites work

• An extremal problem of the theory of positive Hermitian functions
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• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
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Cited in

(8)

• An extremal problem in Fourier analysis with applications to operator theory
• A note on extreme magnitudes of characteristic functions
• Proximity of probability distributions in terms of Fourier-Stieltjes transforms
• scientific article; zbMATH DE number 3116204 (Why is no real title available?)
• An upper bound for characteristic functions of lattice distributions with applications to survival probabilities of quantum states
• Asymptotic analysis of the Fourier transform of a probability measure with application to the quantum Zeno effect
• Inequalities for characteristic functions involving Fisher information
• A problem on extreme magnitudes of characteristic functions: The general case

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