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On the Remainder Term in the Approximate Fourier Inversion Formula for Distribution Functions

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We discuss several uniform bounds on the remainder term in the Fourier inversion formula for increments of distribution functions. These bounds are illustrated by some discrete examples related to the binomial distribution.

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Authors and Affiliations

  1. University of Minnesota, 127 Vincent Hall, Minneapolis, MN, 55455, USA

    S. G. Bobkov

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  1. S. G. Bobkov
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Correspondence to S. G. Bobkov.

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Translated from Problemy Matematicheskogo Analiza 127, 2024, pp. 83-96.

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Bobkov, S.G. On the Remainder Term in the Approximate Fourier Inversion Formula for Distribution Functions. J Math Sci 281, 566–583 (2024). https://doi.org/10.1007/s10958-024-07134-9

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  • DOI: https://doi.org/10.1007/s10958-024-07134-9

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