Computability of Probability Distributions and Characteristic Functions
Computational Complexity
2015-07-01 v3 Logic in Computer Science
Probability
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.
Keywords
Cite
@article{arxiv.1307.6357,
title = {Computability of Probability Distributions and Characteristic Functions},
author = {Takakazu Mori and Yoshiki Tsujii and Mariko Yasugi},
journal= {arXiv preprint arXiv:1307.6357},
year = {2015}
}