Inversion formulas in the case of a discontinuous limit law
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 1, pp. 3-20
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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},
year = {1997},
volume = {42},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_1_a0/}
}
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/