Abstract:
In this note an extremal property of monotone function mean value of random variables with uniformly bounded densities is established. As a consequence, optimal upper bounds are obtained for characteristic functions of such a type of random variables.
Keywords:
uniform distribution, density, moment inequalities, upper bounds, characteristic functions.
Citation:
L. V. Rozovskii, “An extremal property of the uniform distribution and some of its consequences”, Teor. Veroyatnost. i Primenen., 44:3 (1999), 646–650; Theory Probab. Appl., 44:3 (2000), 583–588
\Bibitem{Roz99}
\by L.~V.~Rozovskii
\paper An extremal property of the uniform distribution and some of its consequences
\jour Teor. Veroyatnost. i Primenen.
\yr 1999
\vol 44
\issue 3
\pages 646--650
\mathnet{http://mi.mathnet.ru/tvp809}
\crossref{https://doi.org/10.4213/tvp809}
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\zmath{https://zbmath.org/?q=an:0967.60012}
\transl
\jour Theory Probab. Appl.
\yr 2000
\vol 44
\issue 3
\pages 583--588
\crossref{https://doi.org/10.1137/S0040585X97977793}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000090154300011}
Linking options:
https://www.mathnet.ru/eng/tvp809
https://doi.org/10.4213/tvp809
https://www.mathnet.ru/eng/tvp/v44/i3/p646
This publication is cited in the following 3 articles:
L. V. Rozovsky, “On Asymptotic Expansions in the “Interval” CLT for Sums of Independent Random Vectors”, J Math Sci, 244:5 (2020), 885
L. V. Rozovskii, “On integro-local CLT for sums of independent random vectors”, Theory Probab. Appl., 64:4 (2020), 564–578
L. V. Rozovskii, “Ob asimptoticheskikh razlozheniyakh v “intervalnoi” TsPT dlya summ nezavisimykh sluchainykh vektorov”, Veroyatnost i statistika. 26, Zap. nauchn. sem. POMI, 466, POMI, SPb., 2017, 273–288