This article is cited in 13 papers

Inversion formulas in the case of a discontinuous limit law

A. K. Aleshkyavichene, V. A. Statulyavichus

Institute of Mathematics and Informatics

Abstract: This paper is devoted to the estimation of the distance in a uniform metric between the distribution function $F$ and a discontinuous function of bounded variation $G$ by means of the difference of their Fourier–Stieltjes transforms and the concentration functions $F$ and $G$ in the neighbourhood of discontinuity points.

Keywords: inversion formula, distribution function, characteristic function, concentration function.

Received: 21.12.1995

DOI: 10.4213/tvp1708

 English version: Theory of Probability and its Applications, 1998, 42:1, 1–16

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