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

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Publication:2226342

DOI10.1016/J.JMAA.2020.124568zbMATH Open1473.44001arXiv1909.01884OpenAlexW3082274646MaRDI QIDQ2226342FDOQ2226342


Authors: T. Konstantopoulos, Linglong Yuan Edit this on Wikidata


Publication date: 12 February 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: We study the following question: if f is a nonzero measurable function on [0,infty) and m and n distinct nonnegative integers, does the ratio widehatfn/widehatfm of the Laplace transforms of the powers fn and fm 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.


Full work available at URL: https://arxiv.org/abs/1909.01884




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