Lower and upper bounds for characteristic functions
type: Item
instance of: scholarly article
title: Lower and upper bounds for characteristic functions
zbMATH Open document ID: 0915.60027
DOI: 10.1007/BF02398431
author: Nikolai G. Ushakov
published in: Journal of Mathematical Sciences (New York)
publication date: 1998-12-02T00:00:00Z
review text: Some lower and upper bounds for characteristic functions are sharpened and some new ones are derived. For example, let \(X\) be a random variable with density function \(p(x)\) and characteristic function \(f(t)\). If \(| X|\leq c\) with probability 1 and \(p(x)\leq A\) for all \(x\) \((c\) and \(A\) are constants), then \(| f(t)|\leq 1-1/12A^2c^2\) for \(| t|> \pi/2c\).
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 1068213
zbMATH Keywords: characteristic function
zbMATH Keywords: limit theorems
zbMATH Keywords: stability problems
reviewed by: Romanas Yanushkevichius
MaRDI profile type: Publication
cites work: Q4776687
cites work: Q3920354
cites work: Q3684925
cites work: Q2936182
full work available at URL: https://doi.org/10.1007/bf02398431
OpenAlex ID: W1969503561
description: scientific article; zbMATH DE number 1068213