On The Uncertainty Relation for Positive-Definite Probability Densities, II
作者:
Werner Ehm,
Gneiting Tilmann,
Richards Donald,
期刊:
Statistics
(Taylor Available online 1999)
卷期:
Volume 33,
issue 3
页码: 267-286
ISSN:0233-1888
年代: 1999
DOI:10.1080/02331889908802694
出版商: Taylor & Francis Group
关键词: 60E05;60E10;42A82;Adjoint density;characteristic function;convolution root;Fourier transform;Laue's constant;mixture;positive-definite;uncertainty principle
数据来源: Taylor
摘要:
Letdenote the class of probability density functions onwith a nonnegative and integrable characteristic function. To each, there is an adjoint density, which is proportional to the characteristic function ofp. The productshave a greatest lower bound Λ, and it is known that 0.5276 < Λ < 0.8571. Several approaches to sharpen these bounds are discussed. In particular, a variational problem is considered, in whichpis supposed to have a certain compactly supported convolution root, and which leads to an improved upper estimate, Λ < 0.8567 … The paper closes with a proposal for a multivariate analogue of the uncertainty relation.
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