Selected Topics in Characteristic Functions

Selected Topics in Characteristic Functions

by Nikolai G. Ushakov

355 pages· 1999· ISBN 9789067643078

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This work examines inequalities for characteristic functions and the theory of empirical characteristic function. The first chapter contains basic general results concerning characteristic functions. The second chapter deals with various inequalities for characteristic functions, and in the third chapter empirical characteristic functions and their applications to statistics are studied. A collection of various examples, counterexamples and assertions demonstrating interesting properties of characteristic functions is also included.

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