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On bounds for characteristic functions of the powers of asymptotically normal random variables
Yu. V. Prokhorova, F. Götzeb, V. V. Ulyanovcd a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
b Bielefeld University, Department of Mathematics
c Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
d National Research University "Higher School of Economics" (HSE), Moscow
Abstract:
We obtain upper bounds for the absolute values of the characteristic functions of the $k$th powers of asymptotically normal random variables. Estimates are proved for the case when asymptotically normal random variables are normalized sums of independent identically distributed summands with a “regular” distribution. Possible generalizations are considered. The estimates extend the results of previous studies, where for the distributions of the summands, the presence of either a discrete or an absolutely continuous component was required. The proofs of the bounds are based on the stochastic generalization of the I. M. Vinogradov mean value theorem, which is also obtained in the present paper.
Keywords:
powers of random variables, bounds for characteristic functions, the Vinogradov mean value theorem, stochastic generalization.
Received: 05.09.2016 Accepted: 20.10.2016
Citation:
Yu. V. Prokhorov, F. Götze, V. V. Ulyanov, “On bounds for characteristic functions of the powers of asymptotically normal random variables”, Teor. Veroyatnost. i Primenen., 62:1 (2017), 122–144; Theory Probab. Appl., 62:1 (2018), 98–116
Linking options:
https://www.mathnet.ru/eng/tvp5091https://doi.org/10.4213/tvp5091 https://www.mathnet.ru/eng/tvp/v62/i1/p122
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