Inequalities for characteristic functions of multidimensional distributions |
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| Authors: | BLS Prakasa Rao |
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| Institution: | University of Hyderabad, Department of Mathematics and Statistics, 500046 Hyderabad, India |
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| Abstract: | We obtain lower and upper bounds for the absolute values of characteristic functions of multivariate distributions F and also derive a lower bound on the norm of the zeroes of a characteristic function in terms of moments of the norm of the random vector with distribution F. Similar results are obtained for characteristic functions of probability measures on a separable Hilbert space. |
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| Keywords: | Characteristic function Multivariate distribution Upper bound Lower bound Probability measure Hilbert space |
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