DECAY OF CONVOLVED DENSITIES VIA LAPLACE TRANSFORM

Research output: Contribution to journalArticlepeer-review

Abstract

Upper pointwise bounds are considered for convolution of bounded densities in terms of the associated Laplace and Legendre transforms. Applications of these bounds are illustrated in the central limit theorem with respect to the Rényi divergence.

Original languageEnglish (US)
Pages (from-to)1603-1615
Number of pages13
JournalAnnals of Probability
Volume51
Issue number5
DOIs
StatePublished - 2023

Bibliographical note

Publisher Copyright:
© Institute of Mathematical Statistics, 2023

Keywords

  • Convolution
  • decay of densities

Fingerprint

Dive into the research topics of 'DECAY OF CONVOLVED DENSITIES VIA LAPLACE TRANSFORM'. Together they form a unique fingerprint.

Cite this