Concepedia

Characteristic Function Bounds

Characteristic Function Bounds is a theoretical framework in probability theory that specifies the tightest possible limits on the values of a characteristic function across its domain, thereby constraining the behavior of associated probability distributions through analytical inequalities derived from the function’s inherent properties.

194

Publications

9.7K

Citations

329

Authors

209

Institutions

Publications per year

2017–2026

20

Parents

Publications

194

Aspects and Applications of the Random Walk.

PE, George H. Weiss · Journal of the American Statistical Association · 1995 · 874 citations

, , +13

The characteristic function of Hermitian quadratic forms in complex normal variables

G. Turin · Biometrika · 1960 · 460 citations

, , +9

Error Probabilities for Binary Direct-Sequence Spread-Spectrum Communications with Random Signature Sequences

J.S. Lehnert, M.B. Pursley · IRE Transactions on Communications Systems · 1987 · 364 citations

, , +17

Option pricing by transform methods: extensions, unification and error control

Roger Lee · The Journal of Computational Finance · 2004 · 350 citations

, , +16

A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables

D. L. Hanson, F. T. Wright · The Annals of Mathematical Statistics · 1971 · 349 citations · Full text

, , +10

1–5 of 194

Authors

329

  1. LD
    Luc Devroye

    McGill University, Canada

    3 publications · 139 citations

    3

    h-index

  2. GP
    Giovanni Puccetti

    University of Milan, Italy

    3 publications · 283 citations

    3

    h-index

  3. GT
    G. Turin

    University of California, Berkeley, United States

    2 publications · 746 citations

    2

    h-index

  4. SS
    Shlomo Shamai

    Technion – Israel Institute of Technology, Israel

    2 publications · 91 citations

    2

    h-index

  5. BA
    Benjamin Arras

    Université de Lille, France

    2 publications · 38 citations

    2

    h-index

1–5 of 329

Institutions

209

  1. Technion – Israel Institute of Technology

    Haifa, Israel

    4 h-index

    13 publications

    283 citations

  2. University of Florence

    Florence, Italy

    3 h-index

    3 publications

    283 citations

  3. McGill University

    Montreal, Canada

    3 h-index

    4 publications

    141 citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    3 h-index

    5 publications

    103 citations

  5. Ben-Gurion University of the Negev

    Beersheba, Israel

    2 h-index

    2 publications

    37 citations

  6. University of Pennsylvania

    Philadelphia, United States

    2 h-index

    3 publications

    128 citations

  7. Başkent University

    Ankara, Türkiye

    2 h-index

    4 publications

    148 citations

  8. City, University of London

    London, United Kingdom

    2 h-index

    2 publications

    58 citations

1–8 of 209

Venues

  1. 7

    h-index

  2. Theory of Probability and Its Applications

    6 publications · 95 citations

    6

    h-index

  3. Statistics & Probability Letters

    6 publications · 147 citations

    6

    h-index

  4. Journal of the American Statistical Association

    6 publications · 1.1K citations

    6

    h-index

  5. Journal of Multivariate Analysis

    6 publications · 215 citations

    6

    h-index

1–5