Moment problems related to Bernstein functions
From MaRDI portal
Publication:2214720
DOI10.5802/AFST.1640zbMATH Open1466.44005arXiv1807.03115OpenAlexW3104089683MaRDI QIDQ2214720FDOQ2214720
Authors: Thomas Simon
Publication date: 10 December 2020
Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)
Abstract: We give a simple proof of the moment-indeterminacy of the sequence for using Lin's condition. Under a logarithmic self-decomposability assumption, the method conveys to power sequences defined as the rising factorials of a given Bernstein function, and to more general infinitely divisible moment sequences. We also provide a very short proof of the infinite divisibility of all the moment sequences recently investigated in Lin (2017), including Fuss-Catalan's.
Full work available at URL: https://arxiv.org/abs/1807.03115
Recommendations
Probability distributions: general theory (60E05) Processes with independent increments; Lévy processes (60G51) Moment problems (44A60)
Cites Work
- On distribution functions of class L
- Krein condition in probabilistic moment problems
- Densities of the Raney distributions
- Completely monotonic gamma ratio and infinitely divisible H-function of Fox
- Bernstein functions. Theory and applications
- Generalized gamma convolutions and related classes of distributions and densities
- A proof of Bondesson's conjecture on stable densities
- On the infinite divisibility of inverse beta distributions
- Title not available (Why is that?)
- Theory of Barnes beta distributions
- Moment determinacy of powers and products of nonnegative random variables
- On subordinators, self-similar Markov processes and some factorizations of the exponential variable
- On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
- On powers of Stieltjes moment sequences, I
- Remarks on converse Carleman and Krein criteria for the classical moment problem
- Title not available (Why is that?)
- Some asymptotic properties of the local time of the uniform empirical process
- Density solutions to a class of integro-differential equations
- Probability distributions with binomial moments
- On exponential functionals, harmonic potential measures and undershoots of subordinators
- Hölder's inequalities involving the infinite product and their applications in martingale spaces
- On generalized stable and related laws
- On the law of homogeneous stable functionals
- The log-Lévy moment problem via Berg-Urbanik semigroups
- On powers of the Catalan number sequence
- Asymptotic behaviour of the Urbanik semigroup
- A two-parameter extension of Urbanik's product convolution semigroup
Cited In (3)
This page was built for publication: Moment problems related to Bernstein functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2214720)