Inequalities for characteristic functions of multidimensional distributions

被引：0

作者：

Rao, B. L. S. Prakasa ^{[1
]}

机构：

[1] Univ Hyderabad, Dept Math & Stat, Hyderabad 500046, Andhra Pradesh, India

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2008年 / 343卷 / 01期

关键词：

characteristic function; multivariate distribution; upper bound; lower bound; probability measure; Hilbert space;

D O I：

10.1016/j.jmaa.2008.01.032

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We obtain lower and upper bounds for the absolute values of characteristic functions of multivariate distributions F and also derive a lower bound on the norm of the zeroes of a characteristic function in terms of moments of the norm of the random vector with distribution F. Similar results are obtained for characteristic functions of probability measures on a separable Hilbert space. (c) 2008 Elsevier Inc. All rights reserved.

引用

页码：22 / 30

页数：9

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