Inversion formulas in the case of a~discontinuous limit law
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 1, pp. 3-20
Voir la notice de l'article provenant de la source Math-Net.Ru
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.
Mots-clés :
inversion formula
Keywords: distribution function, characteristic function, concentration function.
Keywords: distribution function, characteristic function, concentration function.
@article{TVP_1997_42_1_a0,
author = {A. K. Aleshkyavichene and V. A. Statulyavichus},
title = {Inversion formulas in the case of a~discontinuous limit law},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {3--20},
publisher = {mathdoc},
volume = {42},
number = {1},
year = {1997},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_1_a0/}
}
TY - JOUR AU - A. K. Aleshkyavichene AU - V. A. Statulyavichus TI - Inversion formulas in the case of a~discontinuous limit law JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1997 SP - 3 EP - 20 VL - 42 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1997_42_1_a0/ LA - ru ID - TVP_1997_42_1_a0 ER -
A. K. Aleshkyavichene; V. A. Statulyavichus. Inversion formulas in the case of a~discontinuous limit law. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 1, pp. 3-20. http://geodesic.mathdoc.fr/item/TVP_1997_42_1_a0/