Does the ratio of Laplace transforms of powers of a function identify the function?

Publication date 12 February 2021

Abstract: We study the following question: if

f

is a nonzero measurable function on

[0, i n f t y)

and

m

and

n

distinct nonnegative integers, does the ratio

w i d e h a t f^{n} / w i d e h a t f^{m}

of the Laplace transforms of the powers

f^{n}

and

f^{m}

of

f

uniquely determine

f

? The answer is yes if one of

m, n

is zero, by the inverse Laplace transform. Under some assumptions on the smoothness of

f

we show that the answer in the general case is also affirmative. The question arose from a problem in economics, specifically in auction theory where

f

is the cumulative distribution function of a certain random variable. This is also discussed in the paper.

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