Any Random Variable with Finite Moments Is a Sum of Two Variables with Determinate Moment Problem

DOI10.1137/S0040585X97T98885XMaRDI QIDQ4580435zbMATH OpenOpenAlexWikidataFDO

Authors K. V. Lykov

Publication date 15 August 2018

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t98885x

zbMATH Keywords

Carleman conditionHamburger moment problemmixture of distributionOrlicz space

Mathematics Subject Classification ID

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

Recommendations

• The moment problem for finitely additive probabilities
• On the moment problem for random sums
• Moments of sums of independent random variables
• scientific article; zbMATH DE number 431879
• scientific article; zbMATH DE number 1222168
• scientific article; zbMATH DE number 4161769
• Finiteness of moments of randomly stopped sums of i.i.d. random variables
• Random variables without first moment overtake their partial sums
• General exact solution to the problem of the probability density for sums of random variables

Cites work

• Counterexamples in probability.
• Determinate multidimensional measures, the extended Carleman theorem and quasi-analytic weights
• scientific article; zbMATH DE number 192914 (Why is no real title available?)
• scientific article; zbMATH DE number 3480894 (Why is no real title available?)
• scientific article; zbMATH DE number 6269216 (Why is no real title available?)
• scientific article; zbMATH DE number 3219899 (Why is no real title available?)
• Measure theory. Vol. I and II
• New uniqueness conditions for the classical moment problem
• On a Theorem of Levy-Raikov
• On the Preservation of Determinacy under Convolution
• SOME REMARKS ON THE MOMENT PROBLEM (I)
• Subspaces with equal closure
• 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
• The classical moment problem as a self-adjoint finite difference operator
• The cube of a normal distribution is indeterminate

Cited in

(6)

• The moment problem for polynomial forms in normal random variables
• Moments of random variables and the equivariant Morse lemma
• Jawerth-Milman extrapolation theory: some recent developments with applications
• On the moment determinacy of the distributions of compound geometric sums
• New checkable conditions for moment determinacy of probability distributions
• On conditions for a probability distribution to be uniquely determined by its moments

This page was built for publication: Any Random Variable with Finite Moments Is a Sum of Two Variables with Determinate Moment Problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4580435)