A New Method to Estimate the Stable Degrees of Some Previous Stability Theorems Based on the Stability of the Differential Equations for Characteristic Functions
http://www.math.ac.vn/publications/vjm/VJM_38/27.htmPublisher, magazine: ,
Publication year: 2010
Lưu Trích dẫn Chia sẻAbstract
We reconsider two previous stability problems in [2, 3] and give other estimations of the stable degrees of these problems with the following metric: λ(FX; FY) = minT > 0 max{sup|t|>T |φX(t) – φY(t)|; 1/T} for two distribution functions FX; FY of two random variables X, Y and their corresponding characteristic functions φX(t) and φY(t), eventhough when the condition in Theorem 2.1 in [1] is not satisfied.
Tags: Characterization theorem, stability of characterization, stability estimation, probabilistic metric.
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