A transformation from Hausdorff to Stieltjes moment sequences

DOI10.1007/BF02385478zbMATH Open1057.44002MaRDI QIDQ1880452FDOQ1880452

A. J. Durán, Christian Berg

Publication date: 28 September 2004

Published in: Arkiv för Matematik (Search for Journal in Brave)

zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+processes&go=Go L��vy processes]transformation\(q\)-seriesmathematical financenormalized Hausdorff moment sequencesnormalized Stieltjes moment sequences

Mathematics Subject Classification ID

Moment problems (44A60)

Cites Work

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• The Nevanlinna parametrization for some indeterminate Stieltjes moment problems associated with birth and death processes
• Indeterminate symmetric moment problems
• Rotation invariant moment problems
• Semi-stable Markov processes. I
• On subordinators, self-similar Markov processes and some factorizations of the exponential variable
• On powers of Stieltjes moment sequences, I
• On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
• The moment problem associated with the Stieltjes-Wigert polynomials
• Multi-self-similar Markov processes on \(\mathbb R_+^n\) and their Lamperti representations
• Functionals on transient stochastic processes with independent increments
• Correction to a paper by A. G. Pakes

Cited In (21)

• Iteration of the rational function \(z-1/z\) and a Hausdorff moment sequence
• A refined factorization of the exponential law
• On powers of the Catalan number sequence
• On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity
• Moment-sequence transforms
• On powers of Stieltjes moment sequences, I
• Additional aspects of the non-conservative Kolmogorov-Filippov fragmentation model
• Volterra invariant subspaces of \(H^p\)
• The log-Lévy moment problem via Berg–Urbanik semigroups
• Spectral expansions of non-self-adjoint generalized Laguerre semigroups
• Generating functions via integral transforms
• Solution of the Karlin problem for zero-diminishing sequences satisfying a Carleman condition
• Title not available (Why is that?)
• Stieltjes moment sequences for pattern-avoiding permutations
• Bernstein-gamma functions and exponential functionals of Lévy processes
• Non‐classical Tauberian and Abelian type criteria for the moment problem
• On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
• Asymptotic laws for regenerative compositions: gamma subordinators and the like
• On powers of Stieltjes moment sequences. II
• Maps preserving moment sequences
• Representations of hypergeometric functions for arbitrary parameter values and their use

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