The Hausdorff moment problem under finite additivity (Q2385600)

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The Hausdorff moment problem under finite additivity
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    The Hausdorff moment problem under finite additivity (English)
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    12 October 2007
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    The problem of determining a probability measure through its sequence of moments is well-known and several results are already available if the measure is \(\sigma\)-additive. This paper analyses this problem assuming that the measure is only finitely additive. Various moment problems are discussed and studied in this context. For example the Stieltjes moment problem for probability measures on \([0,\infty)\) and the Hausdorff moment problem for probability measures on compact real intervals are discussed in detail.
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    coherent lower prevision
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    lower distribution function
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    complete monotonicity
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    probability measure
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    Stieltjes moment problem
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