Positive-part moments via the Fourier-Laplace transform

DOI10.1007/s10959-010-0276-9zbMath1221.60022arXiv0902.4214OpenAlexW2165598638MaRDI QIDQ548153

Iosif Pinelis

Publication date: 28 June 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.4214

zbMATH Keywords

Fourier transformscharacteristic functionsintegral representationsFourier-Laplace transformspositive-part moments

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Lacunary series of trigonometric and other functions; Riesz products (42A55) Probabilistic methods for one variable harmonic analysis (42A61)

Related Items (8)

Fractional absolute moments of heavy tailed distributions ⋮ Truncated fractional moments of stable laws ⋮ Exact Rosenthal-type bounds ⋮ Characteristic function of the positive part of a random variable and related results, with applications ⋮ Positive-part moments via characteristic functions, and more general expressions ⋮ Positive-part moments via the Fourier-Laplace transform ⋮ Contrast between populations versus spread within populations ⋮ Inference from small and big data sets with error rates

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Positive-part moments via the Fourier-Laplace transform
• On domination of tail probabilities of (super)martingales: explicit bounds
• An extension of the Hoeffding inequality to unbounded random variables
• Extremal probabilistic problems and Hotelling's \(T^ 2\) test under a symmetry condition
• A probability inequality for linear combinations of bounded random variables
• An inequality for tail probabilities of martingales with differences bounded from one side
• A remark on Bernstein, Prokhorov, Bennett, Hoeffding, and Talagrand inequalities
• On Hoeffding's inequalities.
• On the Bennett-Hoeffding inequality
• On normal domination of (super)martingales
• Exact inequalities for sums of asymmetric random variables, with applications
• On the Derivatives of a Characteristic Function at the Origin
• Binomial upper bounds on generalized moments and tail probabilities of (super)martingales with differences bounded from above
• Option bounds
• On the Convergence of Moments in the Central Limit Theorem
• Lipschitz Behavior and Integrability of Characteristic Functions
• On Conditions for the Applicability of the Strong Law of Large Numbers to Wide Sense Stationary Processes
• Characteristic Functions, Moments, and the Central Limit Theorem
• A Note on Symmetric Bernoulli Random Variables
• Formulae for absolute moments
• A Remark on Characteristic Functions

This page was built for publication: Positive-part moments via the Fourier-Laplace transform