Error Bounds for Numerical Inversion of a Probability Characteristic Function
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Publication:4210285
DOI10.1137/S003614299631085XzbMath0912.65119OpenAlexW2046264513MaRDI QIDQ4210285
Publication date: 21 September 1998
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s003614299631085x
Hurwitz zeta functionfast Fourier transformcharacteristic functionprobability densityerror boundsprobability distributionFourier seriesnumerical inversionmean-square convergencetrigonometric approximationminimax convergence
Probability distributions: general theory (60E05) Trigonometric approximation (42A10) Numerical methods for trigonometric approximation and interpolation (65T40) Probabilistic methods, stochastic differential equations (65C99)
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