Moment problems related to Bernstein functions

DOI10.5802/AFST.1640MaRDI QIDQ2214720zbMATH OpenOpenAlexFDO

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)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1807.03115

zbMATH Keywords

moment problemremainderBernstein functionFuss-Catalan numbermoment sequence

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Processes with independent increments; Lévy processes (60G51) Moment problems (44A60)

Abstract: We give a simple proof of the moment-indeterminacy of the sequence $(n!{)}^t$ for $t>2,$ 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.

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Cited in

(3)

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