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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 1, Pages 51–62
DOI: https://doi.org/10.4213/tvp1711
(Mi tvp1711)
 

This article is cited in 4 scientific papers (total in 4 papers)

On smooth behavior of probability distributions under polynomial mappings

F. Götzea, Yu. V. Prokhorovb, V. V. Ulyanovc

a Fakultät fur Mathematik, Universität Bielefeld, Germany
b Steklov Mathematical Institute, Russian Academy of Sciences
c M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Full-text PDF (574 kB) Citations (4)
Abstract: Let $X$ be a random variable with probability distribution $PX$ concentrated on $[-1,1]$ and let $Q(x)$ be a polynomial of degree $k\ge 2$. The characteristic function of a random variable $Y=Q(X)$ is of order $O(1/|t|1/k)$ as $|t|\to\infty$ if $PX$ is sufficiently smooth. In addition, for every $1/k>\varepsilon>0$ there exists a singular distribution $PX$ such that every convolution $P^{n\star}_X$ is also singular while the characteristic function of $Y$ is of order $O(1/|t|^{1/k-\varepsilon})$. While the characteristic function of $X$ is small when “averaged” the characteristic function of the polynomial transformation $Y$ of $X$ is uniformly small.
Keywords: characteristic functions, singular distributions, Cantor distribution, polynomials on random variables.
Received: 15.08.1996
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 1, Pages 28–38
DOI: https://doi.org/10.1137/S0040585X97975927
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: F. Götze, Yu. V. Prokhorov, V. V. Ulyanov, “On smooth behavior of probability distributions under polynomial mappings”, Teor. Veroyatnost. i Primenen., 42:1 (1997), 51–62; Theory Probab. Appl., 42:1 (1998), 28–38
Citation in format AMSBIB
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\paper On smooth behavior of probability distributions under polynomial mappings
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\jour Theory Probab. Appl.
\yr 1998
\vol 42
\issue 1
\pages 28--38
\crossref{https://doi.org/10.1137/S0040585X97975927}
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  • https://www.mathnet.ru/eng/tvp/v42/i1/p51
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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