On the accuracy of the approximation of the complex exponent by the first terms of its Taylor expansion with applications

DOI10.1016/J.JMAA.2014.03.075MaRDI QIDQ489053zbMATH OpenOpenAlexFDO

Authors Irina Shevtsova

Publication date 27 January 2015

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

Full work available at URL https://arxiv.org/abs/1301.2783

zbMATH Keywords

Fourier transformcharacteristic functionTaylor seriesmoment inequalityaccuracy of approximation

Mathematics Subject Classification ID

Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

Abstract: A new bound for the remainder term in the Taylor expansion of the complex exponent $e^{ix}$, $xinR$, is proved yielding precise moment-type estimates of the accuracy of the approximation of the characteristic function (the Fourier--Stieltjes transform) of a probability distribution by the first terms of its Taylor expansion. Moreover, a precise upper bound for the third moment of a probability distribution in terms of the absolute third moment is established which sharpens Jensen's inequality. Based on these results, new improved bounds for characteristic functions and their derivatives are obtained that are {it uniform} in the class of distributions with fixed first three moments.

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Cited in

(7)

• An optimal Berry-Esseen type theorem for integrals of smooth functions
• An optimal Berry-Esseen type inequality for expectations of smooth functions
• High-accuracy approximation of the complex probability function by Fourier expansion of exponential multiplier
• Asymptotic expansions in the CLT containing the last known moment in the main part
• On the real accuracy of approximation in the central limit theorem. II
• On the accuracy of approximation of the complex exponential by the first terms of its Taylor expansion and applications to the Fourier-Stieltjes transform
• On convergence rate in CLT for smooth distributions

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