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This article is cited in 13 scientific papers (total in 13 papers)
Inversion formulas in the case of a discontinuous limit law
A. K. Aleshkyavichene, V. A. Statulyavichus Institute of Mathematics and Informatics
Abstract:
This paper is devoted to the estimation of the distance in a uniform metric between the distribution function $F$ and a discontinuous function of bounded variation $G$ by means of the difference of their Fourier–Stieltjes transforms and the concentration functions $F$ and $G$ in the neighbourhood of discontinuity points.
Keywords:
inversion formula, distribution function, characteristic function, concentration function.
Received: 21.12.1995
Citation:
A. K. Aleshkyavichene, V. A. Statulyavichus, “Inversion formulas in the case of a discontinuous limit law”, Teor. Veroyatnost. i Primenen., 42:1 (1997), 3–20; Theory Probab. Appl., 42:1 (1998), 1–16
Linking options:
https://www.mathnet.ru/eng/tvp1708https://doi.org/10.4213/tvp1708 https://www.mathnet.ru/eng/tvp/v42/i1/p3
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Abstract page: | 199 | Full-text PDF : | 148 | First page: | 7 |
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