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Teoriya Veroyatnostei i ee Primeneniya, 1997, Volume 42, Issue 1, Pages 51–62
DOI: https://doi.org/10.4213/tvp1711
(Mi tvp1711)
 

This article is cited in 4 scientific papers (total in 4 papers)

On smooth behavior of probability distributions under polynomial mappings

F. Götzea, Yu. V. Prokhorovb, V. V. Ulyanovc

a Fakultät fur Mathematik, Universität Bielefeld, Germany
b Steklov Mathematical Institute, Russian Academy of Sciences
c M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Full-text PDF (574 kB) Citations (4)
Abstract: Let X be a random variable with probability distribution PX concentrated on [1,1] and let Q(x) be a polynomial of degree k2. The characteristic function of a random variable Y=Q(X) is of order O(1/|t|1/k) as |t| if PX is sufficiently smooth. In addition, for every 1/k>ε>0 there exists a singular distribution PX such that every convolution PnX is also singular while the characteristic function of Y is of order O(1/|t|1/kε). While the characteristic function of X is small when “averaged” the characteristic function of the polynomial transformation Y of X is uniformly small.
Keywords: characteristic functions, singular distributions, Cantor distribution, polynomials on random variables.
Received: 15.08.1996
English version:
Theory of Probability and its Applications, 1998, Volume 42, Issue 1, Pages 28–38
DOI: https://doi.org/10.1137/S0040585X97975927
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: F. Götze, Yu. V. Prokhorov, V. V. Ulyanov, “On smooth behavior of probability distributions under polynomial mappings”, Teor. Veroyatnost. i Primenen., 42:1 (1997), 51–62; Theory Probab. Appl., 42:1 (1998), 28–38
Citation in format AMSBIB
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\paper On smooth behavior of probability distributions under polynomial mappings
\jour Teor. Veroyatnost. i Primenen.
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\pages 51--62
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\jour Theory Probab. Appl.
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\pages 28--38
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  • https://www.mathnet.ru/eng/tvp1711
  • https://doi.org/10.4213/tvp1711
  • https://www.mathnet.ru/eng/tvp/v42/i1/p51
  • This publication is cited in the following 4 articles:
    1. Yu. V. Prokhorov, F. Götze, V. V. Ulyanov, “On bounds for characteristic functions of the powers of asymptotically normal random variables”, Theory Probab. Appl., 62:1 (2018), 98–116  mathnet  crossref  crossref  mathscinet  zmath  isi  elib
    2. V. I. Bogachev, “Distributions of polynomials on multidimensional and infinite-dimensional spaces with measures”, Russian Math. Surveys, 71:4 (2016), 703–749  mathnet  crossref  crossref  mathscinet  zmath  adsnasa  isi  elib
    3. V. V. Ulyanov, “On properties of polynomials in random elements”, Theory Probab. Appl., 60:2 (2016), 325–336  mathnet  crossref  crossref  mathscinet  isi  elib
    4. Yuri V. Prokhorov, Vladimir V. Ulyanov, Springer Proceedings in Mathematics & Statistics, 42, Limit Theorems in Probability, Statistics and Number Theory, 2013, 235  crossref
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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