On powers of Stieltjes moment sequences, I

DOI10.1007/s10959-005-7530-6zbMath1086.44003arXivmath/0412340OpenAlexW1996566476MaRDI QIDQ2576804

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)

Related Items (21)

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

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• DT-operators and decomposability of Voiculescu's circular operator
• The Index of Determinacy for Measures and the ℓ 2 -Norm of Orthonormal Polynomials
• A completely monotone function related to the gamma function

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