RUS  ENG
Full version
JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive
Zap. Nauchn. Sem. POMI, 2016 Volume 454, Pages 176–182 (Mi znsl6391)
Estimation of the tail of probability distribution through its characteristic function

A. Karlová, L. B. Klebanov

Department of Probability and Mathematical Statistics, Charles University, Prague, Czech Republic

Abstract: There is given a method for estimation of a probability distribution tail in terms of characteristic function.

Key words and phrases: characteristic function, tail of a distribution.

UDC: 519.2

Received: 27.09.2016


 English version: Journal of Mathematical Sciences (New York), 2018, 229:6, 714–718

Bibliographic databases:

© Steklov Math. Inst. of RAS, 2024