On the moment problem for random sums

DOI10.1239/jap/1059060905zbMath1042.60006OpenAlexW2013105238MaRDI QIDQ4462706

Allan Gut

Publication date: 18 May 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1059060905

zbMATH Keywords

moment problemuniquenessstopping timerandom sumCarleman conditionstopped random walksLin condition

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Moment problems (44A60)

Related Items (3)

Recent developments on the moment problem ⋮ Monotonicity and aging properties of random sums ⋮ Renewed looks at the distribution of a sum of independent or dependent discrete random variables and related problems

Cites Work

• Unnamed Item
• Sur le problème de Watson dans la théorie des séries asymptotiques et solution d'un problème de Carleman de la théorie des fonctions quasi- analytiques
• On a Theorem of Levy-Raikov
• On the Preservation of Determinacy under Convolution
• Criteria for the Unique Determination of Probability Distributions by Moments
• On the moment determinacy of the distributions of compound geometric sums

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