2013
DOI: 10.2168/lmcs-9(3:9)2013
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Computability of Probability Distributions and Characteristic Functions

Abstract: 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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Cited by 9 publications
(7 citation statements)
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“…The random variable X has a discrete probability distribution if A is at most countable. If we denote by P X ({x}) the probability of the event {X = x} = {ω ∈ | X(ω) = x}, then the discrete probability distribution of X is completely defined by the numbers P X ({x}) [23, p. 159]; see also [24,29]).…”
Section: A Glimpse Of Probability Theorymentioning
confidence: 99%
“…The random variable X has a discrete probability distribution if A is at most countable. If we denote by P X ({x}) the probability of the event {X = x} = {ω ∈ | X(ω) = x}, then the discrete probability distribution of X is completely defined by the numbers P X ({x}) [23, p. 159]; see also [24,29]).…”
Section: A Glimpse Of Probability Theorymentioning
confidence: 99%
“…Many of these papers follow the type-2 effectivity approach [Wei00, BHW08] or the domain theory approach [AJ94]. Most of these papers have been concerned with computable representations of measures or probability distributions [Wei99, Mül99, WW06, SS06, Sch07, Eda09, HR09d, MTY13,Col]. While most of these representations are equivalent, the generality of the underlying spaces vary.…”
Section: Randomness and Constructive Mathematicsmentioning
confidence: 99%
“…If {µ n } n∈N is a sequence of probability measures, then {µ n } n∈N converges vaguely if and only if it converges weakly (see [4]). This fact is used in [8] to define an effective notion of convergence for probability measures on M(R). However, this definition is not a suitable effective analogue to classical vague convergence for non-probability measures on M(R).…”
Section: Introductionmentioning
confidence: 99%