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Approximate computation of characteristic functionals of some classes of probability measures - MaRDI portal

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Approximate computation of characteristic functionals of some classes of probability measures (Q1117558)

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scientific article; zbMATH DE number 4092456
Language Label Description Also known as
English
Approximate computation of characteristic functionals of some classes of probability measures
scientific article; zbMATH DE number 4092456

    Statements

    title
    Approximate computation of characteristic functionals of some classes of probability measures (English)
    0 references
    author
    A. A. Dorodnov
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    publication date
    1987
    0 references
    review text
    The computation of the characteristic functional of an arbitrary measure is a difficult problem, and the characteristic functionals may be written in explicit form only for a small class of probability measures. We propose a method for approximate computation of characteristic functionals for some classes of probability measures.
    0 references
    zbMATH Keywords
    approximate computation of characteristic functionals
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    Identifiers

    DOI
    10.1007/BF01093432
    0 references
    zbMATH DE Number
    4092456
    0 references
     
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