Moment determinacy versus \(q\)-moment determinacy of probability distributions (Q2038843)

Let $A$ be the class of probability distributions possessing finite moments of all orders and support on $]0, +\infty[$. Definition. Let $P_{X}$ be a probability distribution having a $q$-density $f_{q}$ and possessing finite $q$-moments of all orders. It is said that $P_{X}$ is $q$-moment determinate if $m_{q}(k;f_{q})=m_{q}(k;g_{q})$ for all $k\in N_0$ implies that $f_{q}\sim g_{q}$. Otherwise, $P_{X}$ is $q$-moment indeterminate. In this work, the authors establish a relationship between the moment and the $q$-moment determinacy for a given distribution. That is, starting from the probability distribution $P\in A$, to handle it from the $q$-calculus point of view. It turns out that $q$-moment (in)determinacy of a given probability distribution may change depending on the value of $q$. Some connections between moment and $q$-moment determinacy of the same distribution are discussed and a relevant open problem is stated in this paper. More precisely, using auxiliary results proven in several lemmas, the authors show the following results: Theorem 1. Let $P_{X}\in A$ and $m\in \mathbb Z$. Then, $X$ is $q$-moment determinate if and only if $q^{m}X$ is $q$-moment determinate Theorem 2. Let $P_{X}\in A$. If its sequence of moments satisfy Carleman's condition, then $P_{X}$ is $q$-moment determinate for all $q\in ]0,1]$ Theorem 3. Let $F_{X}(x)=1-e_{a}(-x)$, $x\geq 0$, $a\in]0, 1[$ be a distribution function. Then, the distribution $P_{X}$ is $q$-moment determinate if $q<a$ and $q$-moment indeterminate if $q\geq a$. In the last decades, probability distributions related to the \(q\)-calculus became an area of intensive research. The popularity of the subject is due to its high degree of importance not only within mathematics but also in a wide range of applications especially in fields of theoretical physics [\textit{L. Castellani} (ed.) and \textit{J. Wess} (ed.), Quantum groups and their applications in physics. Amsterdam: IOS Press; Tokyo: Ohmsha (1996; Zbl 0847.00030); \textit{C. A. Charalambides}, Discrete \(q\)-distributions. Hoboken, NJ: John Wiley \& Sons (2016; Zbl 1357.60005); \textit{R. Díaz} and \textit{E. Pariguan}, J. Math. Anal. Appl. 358, No. 1, 1--9 (2009; Zbl 1166.60007); \textit{B. A. Kupershmidt}, J. Nonlinear Math. Phys. 7, No. 1, 73--93 (2000; Zbl 0951.60017)] and new stochastic models related to distributions.