An inequality for characteristic functions

1972 ◽  
Vol 6 (1) ◽  
pp. 1-9 ◽  
Author(s):  
C.R. Heathcote ◽  
J.W. Pitman

The paper is concerned with an extension of the inequality 1 - u(2nt) ≤ 4n[1-u(t)] for u(t) the real part of a characteristic function. The main result is that the inequality in fact holds for all positive integer n and not only powers of 2. Certain consequences are deduced and a brief discussion is given of the circumstances under which equality holds.

Mathematics ◽  
2020 ◽  
Vol 8 (6) ◽  
pp. 961
Author(s):  
Ekaterina Marova ◽  
Ekaterina Gromova ◽  
Polina Barsuk ◽  
Anastasia Shagushina

We consider various approaches for a characteristic function construction on the example of an n players differential game of pollution control with a prescribed duration. We explore the effect of the presence of an absorption coefficient in the game on characteristic functions. As an illustration, we consider a game in which the parameters are calculated based on the real ecological situation of the Irkutsk region. For this game, we compute a number of characteristic functions and compare their properties.


1971 ◽  
Vol 8 (04) ◽  
pp. 724-730
Author(s):  
Mark Pinsky

Let Λ = R 1 × {1, 2, ···, N} denote N copies of the real line and ξ(t) = (X(t), α(t))be a right-continuous Markov process taking values in A having transition function of the form P(t, (x, α), A × {β}) = Fαβ (t, A – x). Fukushima and Hitsuda [2] have found the most general such transition function; the (matrix) logarithm of its characteristic function is decomposed into a Lévy-Khintchine integral on the diagonal and multiples of characteristic functions off the diagonal.


1979 ◽  
Vol 28 (4) ◽  
pp. 499-509 ◽  
Author(s):  
R. A. Maller

AbstractA recent result of Rogozin on the relative stability of a distribution function is extended, by giving equivalences for relative stability in terms of truncated moments of the distribution and in terms of the real and imaginary parts of the characteristic function. As an application, the known results on centering distributions in the domain of attraction of a stable law are extended to the case of stochastically compact distributions.


1971 ◽  
Vol 8 (4) ◽  
pp. 724-730
Author(s):  
Mark Pinsky

Let Λ = R1 × {1, 2, ···, N} denote N copies of the real line and ξ(t) = (X(t), α(t))be a right-continuous Markov process taking values in A having transition function of the form P(t, (x, α), A × {β}) = Fαβ(t, A – x). Fukushima and Hitsuda [2] have found the most general such transition function; the (matrix) logarithm of its characteristic function is decomposed into a Lévy-Khintchine integral on the diagonal and multiples of characteristic functions off the diagonal.


1991 ◽  
Vol 28 (3) ◽  
pp. 593-601 ◽  
Author(s):  
H. U. Bräker ◽  
J. Hüsler

We deal with the distribution of the first zero Rn of the real part of the empirical characteristic process related to a random variable X. Depending on the behaviour of the theoretical real part of the underlying characteristic function, cases with a slow exponential decrease to zero are considered. We derive the limit distribution of Rn in this case, which clarifies some recent results on Rn in relation to the behaviour of the characteristic function.


2012 ◽  
Vol 28 (4) ◽  
pp. 925-932 ◽  
Author(s):  
Kirill Evdokimov ◽  
Halbert White

This note demonstrates that the conditions of Kotlarski’s (1967, Pacific Journal of Mathematics 20(1), 69–76) lemma can be substantially relaxed. In particular, the condition that the characteristic functions of M, U1, and U2 are nonvanishing can be replaced with much weaker conditions: The characteristic function of U1 can be allowed to have real zeros, as long as the derivative of its characteristic function at those points is not also zero; that of U2 can have an isolated number of zeros; and that of M need satisfy no restrictions on its zeros. We also show that Kotlarski’s lemma holds when the tails of U1 are no thicker than exponential, regardless of the zeros of the characteristic functions of U1, U2, or M.


1954 ◽  
Vol 6 ◽  
pp. 186-189 ◽  
Author(s):  
Eugene Lukacs ◽  
Otto Szász

In an earlier paper (1), published in this journal, a necessary condition was given which the reciprocal of a polynomial without multiple roots must satisfy in order to be a characteristic function. This condition is, however, valid for a wider class of functions since it can be shown (2, theorem 2 and corollary to theorem 3) that it holds for all analytic characteristic functions. The proof given in (1) is elementary and has some methodological interest since it avoids the use of theorems on singularities of Laplace transforms. Moreover the method used in (1) yields some additional necessary conditions which were not given in (1) and which do not seem to follow easily from the properties of analytic characteristic functions.


2021 ◽  
pp. 1-19
Author(s):  
Wei Wang ◽  
Xiang-Gen Xia ◽  
Chuanjiang He ◽  
Zemin Ren ◽  
Jian Lu

In this paper, we present an arc based fan-beam computed tomography (CT) reconstruction algorithm by applying Katsevich’s helical CT image reconstruction formula to 2D fan-beam CT scanning data. Specifically, we propose a new weighting function to deal with the redundant data. Our weighting function ϖ ( x _ , λ ) is an average of two characteristic functions, where each characteristic function indicates whether the projection data of the scanning angle contributes to the intensity of the pixel x _ . In fact, for every pixel x _ , our method uses the projection data of two scanning angle intervals to reconstruct its intensity, where one interval contains the starting angle and another contains the end angle. Each interval corresponds to a characteristic function. By extending the fan-beam algorithm to the circle cone-beam geometry, we also obtain a new circle cone-beam CT reconstruction algorithm. To verify the effectiveness of our method, the simulated experiments are performed for 2D fan-beam geometry with straight line detectors and 3D circle cone-beam geometry with flat-plan detectors, where the simulated sinograms are generated by the open-source software “ASTRA toolbox.” We compare our method with the other existing algorithms. Our experimental results show that our new method yields the lowest root-mean-square-error (RMSE) and the highest structural-similarity (SSIM) for both reconstructed 2D and 3D fan-beam CT images.


1973 ◽  
Vol 25 (1) ◽  
pp. 194-203
Author(s):  
J. Galambos

In the present paper a general form of integral limit laws for additive functions is obtained. Our limit law contains Kubilius’ results [5] on his class H. In the proof we make use of characteristic functions (Fourier transforms), which reduces our problem to finding asymptotic formulas for sums of multiplicative functions. This requires an extension of previous results in order to enable us to take into consideration the parameter of the characteristic function in question. We call this extension a parametric mean value theorem for multiplicative functions and its proof is analytic on the line of [4].


1967 ◽  
Vol 15 (4) ◽  
pp. 249-255
Author(s):  
Sean Mc Donagh

1. In deriving an expression for the number of representations of a sufficiently large integer N in the formwhere k: is a positive integer, s(k) a suitably large function of k and pi is a prime number, i = 1, 2, …, s(k), by Vinogradov's method it is necessary to obtain estimates for trigonometrical sums of the typewhere ω = l/k and the real number a satisfies 0 ≦ α ≦ 1 and is “near” a rational number a/q, (a, q) = 1, with “large” denominator q. See Estermann (1), Chapter 3, for the case k = 1 or Hua (2), for the general case. The meaning of “near” and “arge” is made clear below—Lemma 4—as it is necessary for us to quote Hua's estimate. In this paper, in Theorem 1, an estimate is obtained for the trigonometrical sumwhere α satisfies the same conditions as above and where π denotes a squarefree number with r prime factors. This estimate enables one to derive expressions for the number of representations of a sufficiently large integer N in the formwhere s(k) has the same meaning as above and where πri, i = 1, 2, …, s(k), denotes a square-free integer with ri prime factors.


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