Error Bounds for Numerical Inversion of a Probability Characteristic Function (Q4210285)
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scientific article; zbMATH DE number 1200916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error Bounds for Numerical Inversion of a Probability Characteristic Function |
scientific article; zbMATH DE number 1200916 |
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Error Bounds for Numerical Inversion of a Probability Characteristic Function (English)
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21 September 1998
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numerical inversion
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characteristic function
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probability distribution
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probability density
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Fourier series
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fast Fourier transform
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trigonometric approximation
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mean-square convergence
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minimax convergence
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Hurwitz zeta function
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error bounds
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