|
Zapiski Nauchnykh Seminarov LOMI, 1985, Volume 142, Pages 141–144
(Mi znsl4326)
|
|
|
|
This article is cited in 2 scientific papers (total in 2 papers)
Accuracy of the approximation of the characteristic functions by polynomials
L. V. Rozovskii
Abstract:
In the paper one obtains a series of statements allowing us to estimate the accuracy of the approximation of the characteristic function $f(t)=\int e^{itx}dV(x)$ by a polynomial of integer powers of $it$. For example,
$$
C_1\Gamma(b)\le\sup_{|t|\le b}|f(t)-1-\sum_{l=1}^{2M-1}\frac{(it)^l}{l!}d_l|\le C_2\Gamma(b)
$$
where the positive constants $$, $$ depend only on $M$, $M\ge1$ is an integer, $b>0,$
$$
\Gamma(b)=\int_{-\infty}^{\infty}\min\Big(1, (xb)^{2M}\Big)dV(x)+\max_{1\le l\le2M}b^2|d_l-\int_{|xb|\le1}x^ldV(x)|.
$$
Citation:
L. V. Rozovskii, “Accuracy of the approximation of the characteristic functions by polynomials”, Problems of the theory of probability distributions. Part IX, Zap. Nauchn. Sem. LOMI, 142, "Nauka", Leningrad. Otdel., Leningrad, 1985, 141–144; J. Soviet Math., 36:4 (1987), 532–535
Linking options:
https://www.mathnet.ru/eng/znsl4326 https://www.mathnet.ru/eng/znsl/v142/p141
|
Statistics & downloads: |
Abstract page: | 92 | Full-text PDF : | 42 |
|