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Estimation of the Tail of Probability Distribution Through its Characteristic Function

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A method for estimation of a probability distribution tail in terms of characteristic function is given.

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Authors and Affiliations

  1. Department of Probability and Mathematical Statistics of Charles University, Prague, Czech Republic

    A. Karlová & L. B. Klebanov

Authors
  1. A. Karlová
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  2. L. B. Klebanov
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Correspondence to A. Karlová.

Additional information

Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 454, 2016, pp. 176–182.

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Karlová, A., Klebanov, L.B. Estimation of the Tail of Probability Distribution Through its Characteristic Function. J Math Sci 229, 714–718 (2018). https://doi.org/10.1007/s10958-018-3710-7

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  • DOI: https://doi.org/10.1007/s10958-018-3710-7

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