On the q-moment determinacy of probability distributions

DOI10.1007/S40840-020-00894-YMaRDI QIDQ2210189zbMATH OpenOpenAlexFDO

Authors Sofiya Ostrovska, Mehmet Turan

Publication date 5 November 2020

Published in Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.04672

zbMATH Keywords

moment problemanalytic function\(q\)-density\(q\)-moment\(q\)-moment (in)determinacy

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) (q)-calculus and related topics (05A30) Moment problems and interpolation problems in the complex plane (30E05)

Abstract: Given $0<q<1,$ every absolutely continuous distribution can be described in two different ways: in terms of a probability density function and also in terms of a $q$-density. Correspondingly, it has a sequence of moments and a sequence of $q$-moments if those exist. In this article, new conditions on the $q$-moment determinacy of probability distributions are derived. In addition, results related to the comparison of the properties of probability distributions with respect to the moment and $q$-moment determinacy are presented.

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Cites work

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Cited in

(8)

• A generalization of the cumulant expansion. Application to a scale-invariant probabilistic model
• New checkable conditions for moment determinacy of probability distributions
• Moment determinacy versus \(q\)-moment determinacy of probability distributions
• On conditions for uniqueness of the problem of moments in the class of q-distributions
• On uniqueness of the problem of moments in the class of -distributions
• On Q-independence, limit theorems and q-Gaussian distribution
• Moments of \(q\)-normal and conditional \(q\)-normal distributions
• Identification of probability measures via distribution of quotients

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