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Moment-Type Estimates for Characteristic Functions with Application to Von Mises Inequality*

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We obtaine exact moment-type estimates for the real part and for the absolute value of a characteristic function with the first three moments being fixed. As a corollary, the Mises inequality for lattice distributions is improved and generalized to the case of fractional-order moments.

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Authors and Affiliations

  1. Lomonosov Moscow State University and Institute of Informatics Problems, Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, Moscow, Russia

    I. G. Shevtsova

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  1. I. G. Shevtsova
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Correspondence to I. G. Shevtsova.

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*This research is supported by the Russian Scientific Fund (project No. 14-11-00364), by the Russian Foundation for Basic Research (projects 14-01-31543 and 15-07-02984), and by the Ministry for Education and Science of Russia (grant No. MD-5642.2015.1).

Proceedings of the XXXII International Seminar on Stability Problems for Stochastic Models, Trondheim, Norway, June 16–21, 2014.

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Shevtsova, I.G. Moment-Type Estimates for Characteristic Functions with Application to Von Mises Inequality*. J Math Sci 214, 119–131 (2016). https://doi.org/10.1007/s10958-016-2762-9

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  • DOI: https://doi.org/10.1007/s10958-016-2762-9

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