Some inequalities for multivariate characteristic functions |
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Authors: | N. G. Ushakov V. G. Ushakov |
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Affiliation: | (1) Institute of Microelectronics Technology, Russian Academy of Sciences, 142432 Chernogolovka, Russia;(2) Moscow State University, Vorob'yovy Gory, 119899 Moscow, Russia |
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Abstract: | We obtain some new lower and upper bounds for characteristic functions of multivariate distributions that can be useful in various applications. Supported by the Russian Foundation for Basic Research (grant Nos. 97-01-00273, 98-01-00621, and 98-01-00926) and by INTAS-RFBR (grant No. IR-97-0537). Proceedings of the Seminar on Stability Problems for Stochastic Models, Vologda, Russia, 1998, Part II. |
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