Characteristic functions play an outstanding role in the theory ofprobability and mathematical statistics, and a large number ofpublications are available. Literature on inequalities forcharacteristic functions and the theory of empirical characteristicfunction, however, is hard to find. This volume in the book seriesModern Probability and Statistics aims to fill the gap.
The first chapter contains basic general results concerningcharacteristic functions, and includes recent, new results which arenot included in existing textbooks or monographs. The second chapterdeals with various inequalities for characteristic functions, and inthe third chapter empirical characteristic functions and theirapplications to statistics are studied. A collection of variousexamples, counterexamples and assertions, demonstrating interesting(sometimes unexpected) properties of characteristic functions is alsoincluded.
1999; x+356 pages ISBN 90-6764-307-6 Price (all prices are subject to change without notice): EUR 190/US$ 272
