An inequality for characteristic functions

Author:

Heathcote C.R.,Pitman J.W.

Abstract

The paper is concerned with an extension of the inequality 1 - u(2nt) ≤ 4n[1-u(t)] for u(t) the real part of a characteristic function. The main result is that the inequality in fact holds for all positive integer n and not only powers of 2. Certain consequences are deduced and a brief discussion is given of the circumstances under which equality holds.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Some inequalities for absolute moments of feasible acceptable random variables;Statistics & Probability Letters;2021-05

2. On Integro-Local CLT for Sums of Independent Random Vectors;Theory of Probability & Its Applications;2020-01

3. Relative Weak Compactness of Sums of Random Variables;Lobachevskii Journal of Mathematics;2018-04

4. Some inequalities for absolute moments;Statistics & Probability Letters;2011-12

5. Bibliography;Selected Topics in Characteristic Functions;1999-12-31

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