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
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
