On the J.~Doob inequality for characteristic functions
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 3, pp. 650-652
Voir la notice de l'article provenant de la source Math-Net.Ru
This note contains a refinement of J. Doob's inequality for a characteristic function.
Keywords:
characteristic function, bounded random variable, inequality.
@article{TVP_1999_44_3_a10,
author = {L. V. Rozovskii},
title = {On the {J.~Doob} inequality for characteristic functions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {650--652},
publisher = {mathdoc},
volume = {44},
number = {3},
year = {1999},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_3_a10/}
}
L. V. Rozovskii. On the J.~Doob inequality for characteristic functions. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 3, pp. 650-652. http://geodesic.mathdoc.fr/item/TVP_1999_44_3_a10/