Stieltjes classes for moment-indeterminate probability distributions
From MaRDI portal
Publication:4822467
DOI10.1239/jap/1082552205zbMath1070.60012OpenAlexW2049867486MaRDI QIDQ4822467
Publication date: 25 October 2004
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1082552205
Related Items (32)
A Nyström method for a class of Fredholm integral equations on the real semiaxis ⋮ Krein condition and the Hilbert transform ⋮ Inference Problems Involving Moment Determinacy of Distributions ⋮ Econometric estimation in long-range dependent volatility models: theory and practice ⋮ The Logarithmic Skew-Normal Distributions are Moment-Indeterminate ⋮ Structure of Stieltjes classes of moment-equivalent probability laws ⋮ Moment problems on bounded and unbounded domains ⋮ New results on Markov moment problem ⋮ On moment indeterminacy of the Benini income distribution ⋮ Operators on the vanishing moments subspace and Stieltjes classes for M-indeterminate probability distributions ⋮ Generating M-indeterminate probability densities by way of quantum mechanics ⋮ Recent developments on the moment problem ⋮ Mixtures of power series distributions: identifiability via uniqueness in problems of moments ⋮ Characteristic function and operator approach to M-indeterminate probability densities ⋮ Distributions that are both log-symmetric and R-symmetric ⋮ On the order statistics of standard normal-based power method distributions ⋮ On the \(q\)-moment determinacy of probability distributions ⋮ Integrable probability: from representation theory to MacDonald processes ⋮ Reconstruction of conditional expectations from product moments with applications ⋮ \(q\)-Stieltjes classes for some families of \(q\)-densities ⋮ The generalized lognormal distribution and the Stieltjes moment problem ⋮ Estimating tails of independently stopped random walks using concave approximations of hazard functions ⋮ Some results for moment-empirical cumulative distribution functions ⋮ Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions ⋮ A new proof that the product of three or more exponential random variables is moment-indeterminate ⋮ New Stieltjes classes involving generalized gamma distributions ⋮ When does \(E(X^{k}\cdot Y^{l})=E(X^{k})\cdot E(Y^{l})\) imply independence? ⋮ Method for constructing Stieltjes classes for \(M\)-indeterminate probability distributions ⋮ PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS ⋮ On Conditions for a Probability Distribution to Be Uniquely Determined by Its Moments ⋮ Characterization of solutions to the Stieltjes-Wigert moment problem ⋮ Stieltjes classes for discrete distributions of logarithmic type
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the moment problem
- On a family of indeterminate distributions
- The cube of a normal distribution is indeterminate
- Density questions in the classical theory of moments
- Generalized gamma convolutions and related classes of distributions and densities
- The early history of the moment problem
- On Krein's theorem for indeterminacy of the classical moment problem
- From discrete to absolutely continuous solutions of indeterminate moment problems
- The moment problem for polynomial forms in normal random variables
- Moment problems and polynomial approximation
- On the moment problems
- Krein condition in probabilistic moment problems
- New Stieltjes classes involving generalized gamma distributions
- On the Lévy measure of the lognormal and the logCauchy distributions
- The Nevanlinna parametrization for some indeterminate Stieltjes moment problems associated with birth and death processes
- Length biasing and laws equivalent to the log-normal
- Indeterminate moment problems and the theory of entire functions
- ON INFINITELY DIVISIBLE SOLUTIONS TO INDETERMINATE MOMENT PROBLEMS
- Remarks on converse Carleman and Krein criteria for the classical moment problem
- SOME REMARKS ON THE MOMENT PROBLEM (I)
- LENGTH-BIASING, CHARACTERIZATIONS OF LAWS AND THE MOMENT PROBLEM
- On the infinite divisibility of the lognormal distribution
- THE CUBE OF A LOGISTIC DISTRIBUTION IS INDETERMINATE
- Criteria for the Unique Determination of Probability Distributions by Moments
- On the moment determinacy of the distributions of compound geometric sums
- SOME REMARKS ON THE MOMENT PROBLEM (II)
- Lognormal Distributions
This page was built for publication: Stieltjes classes for moment-indeterminate probability distributions