Coin tossing and Laplace inversion (Q1584506)

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Coin tossing and Laplace inversion
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    Coin tossing and Laplace inversion (English)
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    10 December 2001
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    The paper deals with a general inversion formula for Laplace transformation for probability measures concentrated on \([0,+\infty]\) and with a solution of a moment problem for probability measures concentrated on \([0,1]\). These tasks are transformed to a strong law of large numbers for exchangeable sequences of alternative random variables. Results due to Feller, Hausdorff, Widder are shown as particular cases of the general formula. The problems are solved in two dimensions, as well. The essential idea of the paper can be straightforwardly extended to the multidimensional case, as the author observes in the text.
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    Laplace inversion
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    moment problem
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    exchangeable probabilities
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