Krein condition in probabilistic moment problems
From MaRDI portal
Publication:1590233
DOI10.2307/3318763zbMath0971.60017OpenAlexW2051596436MaRDI QIDQ1590233
Publication date: 20 March 2001
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1081282696
Related Items (46)
Uncorrelatedness sets for random variables with given distributions ⋮ Krein condition and the Hilbert transform ⋮ Moment density estimation for positive random variables ⋮ Inference Problems Involving Moment Determinacy of Distributions ⋮ M-indeterminate distributions in quantum mechanics and the non-overlapping wave function paradox ⋮ Mellin transform of the limit lognormal distribution ⋮ The Logarithmic Skew-Normal Distributions are Moment-Indeterminate ⋮ A \textit{meta}-measure of performance related to both investors and investments characteristics ⋮ Polynomial diffusions and applications in finance ⋮ Stieltjes classes for moment-indeterminate probability distributions ⋮ Gram-Charlier processes and applications to option pricing ⋮ On moment indeterminacy of the Benini income distribution ⋮ Hausdorff moment problem: recovery of an unknown support for a probability density function ⋮ Measure transformation and efficient quadrature in reduced-dimensional stochastic modeling of coupled problems ⋮ Recent developments on the moment problem ⋮ A moment quadrature method for uncertainty quantification of three-dimensional crack propagation via extremely few model runs ⋮ Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination ⋮ On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes ⋮ Moment determinacy of powers and products of nonnegative random variables ⋮ Mixtures of power series distributions: identifiability via uniqueness in problems of moments ⋮ The truncated Stieltjes moment problem solved by using kernel density functions ⋮ On Lin's condition for products of random variables with singular joint distribution ⋮ Varying kernel density estimation on \(\mathbb R_+\) ⋮ Moment problems related to Bernstein functions ⋮ New Checkable Conditions for Moment Determinacy of Probability Distributions ⋮ Analytical properties of generalized Gaussian distributions ⋮ A note on recovering the distributions from exponential moments ⋮ An iterative algorithm to bound partial moments ⋮ The generalized lognormal distribution and the Stieltjes moment problem ⋮ Jawerth–Milman extrapolation theory: Some recent developments with applications ⋮ Estimating tails of independently stopped random walks using concave approximations of hazard functions ⋮ Hausdorff moment problem: Reconstruction of distributions ⋮ Hausdorff moment problem: reconstruction of probability density functions ⋮ A theorem of Malliavin applied to the uniqueness of probabilistic moments ⋮ Remarks on converse Carleman and Krein criteria for the classical moment problem ⋮ A new proof that the product of three or more exponential random variables is moment-indeterminate ⋮ New Stieltjes classes involving generalized gamma distributions ⋮ Method for constructing Stieltjes classes for \(M\)-indeterminate probability distributions ⋮ PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS ⋮ Symmetric measures via moments ⋮ Moment Information for Probability Distributions, Without Solving the Moment Problem. I: Where is the Mode? ⋮ Recovery of functions from transformed moments: A unified approach ⋮ Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation ⋮ Quantum U-statistics ⋮ On powers of Stieltjes moment sequences, I ⋮ On simulation and properties of the stable law
This page was built for publication: Krein condition in probabilistic moment problems
