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English | When is a probability measure determined by infinitely many projections? |
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When is a probability measure determined by infinitely many projections? (English)
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14 December 1997
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The well-known Cramér-Wold theorem states that a Borel probability measure \(\mu\) on \(\mathbb{R}^d\) is uniquely determined by the totality of its one-dimensional projections. Various conditions are examined under which a probability measure is determined by an infinite family \(\mathcal L\) of \((d-1)\)-dimensional subspaces of \(\mathbb{R}^d\). The question can be seen in the context of the work of \textit{A. Rényi} [Acta Math. Acad. Sci. Hung. 3, 131-142 (1952; Zbl 0048.10804)]. The authors formulate conditions on \(\mathcal L\) and the moment generating function of \(\mu\). In particular, a finite moment generating function of \(\mu\) in a neighborhood of the origin implies the theorem of Rényi. The paper concludes with a brief discussion for discrete probability measures.
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Cramér-Wold theorem
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Borel probability measure
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orthogonal projection
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moment generating function
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