On powers of Stieltjes moment sequences, I

DOI10.1007/S10959-005-7530-6MaRDI QIDQ2576804zbMATH OpenOpenAlexFDO

Authors Christian Berg

Publication date 14 December 2005

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0412340

zbMATH Keywords

infinitely divisible distributionStieltjes moment sequenceindependent identically distributed normal random variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Moment problems (44A60)

Abstract: We consider the set of Stieltjes moment sequences, for which every positive power is again a Stieltjes moment sequence, we and prove an integral representation of the logarithm of the moment sequence in analogy to the L'evy-Khinchin representation. We use the result to construct product convolution semigroups with moments of all orders and to calculate their Mellin transforms. As an application we construct a positive generating function for the orthonormal Hermite polynomials.

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Cited in

(23)

• Implicit renewal theory for exponential functionals of Lévy processes
• Asymptotic behaviour of the Urbanik semigroup
• Jacobi sequences of squares of random variables
• On powers of the Catalan number sequence
• Moment determinacy of powers and products of nonnegative random variables
• The truncated Stieltjes moment problem solved by using kernel density functions
• Non‐classical Tauberian and Abelian type criteria for the moment problem
• Generating functions via integral transforms
• A transformation from Hausdorff to Stieltjes moment sequences
• A two-parameter extension of Urbanik's product convolution semigroup
• On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
• On functions \(K\) and \(E\) generated by a sequence of moments
• A refined factorization of the exponential law
• The principal inverse of the gamma function
• Structural properties of generalised Planck distributions
• Maps preserving moment sequences
• A new proof that the product of three or more exponential random variables is moment-indeterminate
• On powers of Stieltjes moment sequences. II
• Stieltjes moment sequences and positive definite matrix sequences
• Moment problems related to Bernstein functions
• Hamburger moment problem for powers and products of random variables
• Quasi-stationary distributions and Yaglom limits of self-similar Markov processes
• The log-Lévy moment problem via Berg-Urbanik semigroups

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