An inequality for a multidimensional characteristic function (Q2752972)

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scientific article; zbMATH DE number 1665906
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An inequality for a multidimensional characteristic function
scientific article; zbMATH DE number 1665906

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    22 October 2001
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    vector-valued random variable
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    density
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    standard normal density
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    characteristic function
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    limit theorem
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    An inequality for a multidimensional characteristic function (English)
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    An inequality for a characteristic function of a vector-valued random variable with a density which is ``close'' to the normal density is proved. The inequality could be applied for estimating the rate of convergence in limit theorems for densities.
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