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An inequality for characteristic functions
Published online by Cambridge University Press: 17 April 2009
Abstract
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.
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- Copyright © Australian Mathematical Society 1972
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