Computability of Probability Distributions and Characteristic Functions

Takakazu Mori; Yoshiki Tsujii; Mariko Yasugi

doi:10.2168/lmcs-9(3:9)2013

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arXiv · 1307.6357

Computability of Probability Distributions and Characteristic Functions

Takakazu Mori·Yoshiki Tsujii·Mariko Yasugi

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Abstract

As a part of our works on effective properties of probability distributions, we deal with the corresponding characteristic functions. A sequence of probability distributions is computable if and only if the corresponding sequence of characteristic functions is computable. As for the onvergence problem, the effectivized Glivenko's theorem holds. Effectivizations of Bochner's theorem and de Moivre-Laplace central limit theorem are also proved.

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Takakazu Mori, Yoshiki Tsujii, Mariko Yasugi. 2013-07-24. Computability of Probability Distributions and Characteristic Functions. https://doi.org/10.2168/lmcs-9(3:9)2013

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