38 citations · 121 across the 45 of their papers we have counts for
Showing 2009 · math.PRShow all
2 papers · 2 filters
math.PR2009
Exponential deficiency of convolutions of densities
Iosif Pinelis
If a probability density p(\x) (\x\in\R^k) is bounded and R(t) := \int \exp(t\ell(\x)) \d\x < \infty for some linear functional \ell and all t\in(0,1), then, for each t\in(0,1) and…
math.PR2009★ 2 cited
Positive-part moments via the Fourier-Laplace transform
Iosif Pinelis
Integral expressions for positive-part moments E X_+^p (p>0) of random variables X are presented, in terms of the Fourier-Laplace or Fourier transforms of the distribution of X. A…