Majorants and minorants for elliptical measures on \(\mathbb{R}^ k\)
Based on two elliptically contoured measures centered at zero, two probability measures having the least upper and the greatest lower bound, respectively, are constructed. These new probability measures, known as majorant and minorant of the original elliptically contoured measures, are useful for investigating distributional properties of functions of the two elliptically contoured measures. Especially, envelopes for some nonstandard distributions of quadratic forms are provided. In addition, some applications to stochastic characteristics of ballistic systems are given for illustration.
scientific article; zbMATH DE number 562374