All Questions

Usually, at the heart of a good limit theorem in probability theory is at least one good inequality – because, in applications, a topological neighborhood is usually defined by inequalities. Of course,...

Let $$h(u):=u^3 \left|\int_u^\infty \frac{e^{-i t}}{t^3} \, dt\right|$$ for $u>0$. Is the function $h$ concave on $(0,\infty)$? (For context, see Proposition 4.4.4 and formula (4.4.21) in this ...