A probabilistic proof for Fourier inversion formula

DOI10.1016/j.spl.2018.05.028zbMath1395.42007OpenAlexW2807002183MaRDI QIDQ722675

Tak Kwong Wong, Sheung Chi Phillip Yam

Publication date: 27 July 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.05.028

zbMATH Keywords

law of large numbersGamma distributionsolid anglesaddle-point approximation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38)

Uses Software

• DLMF

Cites Work

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• A probabilistic proof of the Hardy inequality
• Modern Fourier Analysis
• Brownian Motion and Nevanlinna Theory
• Probability with Martingales
• A Probabilistic Proof of Stirling's Formula

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