The empirical distribution of the fourier coefficients of a sequence of independent, identically distributed long-tailed random variables

DOI10.1007/BF00536193zbMath0449.62035OpenAlexW2031917780MaRDI QIDQ3896365

David Freedman, David A. Lane

Publication date: 1981

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00536193

zbMATH Keywords

empirical distribution of Fourier coefficients

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Sums of independent random variables; random walks (60G50) Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16)

Related Items (6)

The maximum of the periodogram for a heavy-tailed sequence. ⋮ The periodogram at the Fourier frequencies ⋮ Circulant type matrices with heavy tailed entries ⋮ Asymptotic spectral theory for nonlinear time series ⋮ On the empirical measure of the Fourier coefficients with infinite variance data ⋮ The maximum of the periodogram of a non-Gaussian sequence.

Cites Work

• The empirical distribution of Fourier coefficients
• Inequalities for the $r$th Absolute Moment of a Sum of Random Variables, $1 \leqq r \leqq 2$
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