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

DOI10.1137/S0040585X97T98885XzbMATH Open1396.60023OpenAlexW2886192978WikidataQ129395815 ScholiaQ129395815MaRDI QIDQ4580435FDOQ4580435

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

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zbMATH Keywords

Orlicz spaceHamburger moment problemCarleman conditionmixture of distribution

Mathematics Subject Classification ID

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

Cites Work

• Measure theory. Vol. I and II
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• The classical moment problem as a self-adjoint finite difference operator
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• Counterexamples in probability.
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• The cube of a normal distribution is indeterminate
• Determinate multidimensional measures, the extended Carleman theorem and quasi-analytic weights
• Subspaces with equal closure
• On the Preservation of Determinacy under Convolution
• SOME REMARKS ON THE MOMENT PROBLEM (I)
• On a Theorem of Levy-Raikov
• New uniqueness conditions for the classical moment problem
• 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

Cited In (6)

• Moments of random variables and the equivariant Morse lemma
• On the moment determinacy of the distributions of compound geometric sums
• The moment problem for polynomial forms in normal random variables
• Jawerth–Milman extrapolation theory: Some recent developments with applications
• New Checkable Conditions for Moment Determinacy of Probability Distributions
• On Conditions for a Probability Distribution to Be Uniquely Determined by Its Moments

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