Krein condition and the Hilbert transform

DOI10.1214/20-ECP351zbMATH Open1470.60060arXiv2007.07402MaRDI QIDQ829355FDOQ829355

Authors: Marcos López-García 

Publication date: 5 May 2021

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: Krein condition have been used as a qualitative result to show the M-indeterminacy of some kind of densities. In this work we use results from the theory of the Hilbert transform to construct families of densities having all the same finite moment sequence as a density $f$ with finite logarithmic integral. Actually, our approach explicitly gives Stieltjes classes with center at $f$ and perturbations involving the Hilbert transform of $lnf.$ We consider densities supported on the whole real line or the positive half line.

Full work available at URL: https://arxiv.org/abs/2007.07402

Recommendations

• Krein condition in probabilistic moment problems
• Method for constructing Stieltjes classes for \(M\)-indeterminate probability distributions
• On Krein's theorem for indeterminacy of the classical moment problem
• Markov-Krein transform
• Operators on the vanishing moments subspace and Stieltjes classes for M-indeterminate probability distributions

zbMATH Keywords

Hilbert transformStieltjes classKrein condition

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Special integral transforms (Legendre, Hilbert, etc.) (44A15)

Cites Work

• Krein condition in probabilistic moment problems
• Title not available (Why is that?)
• Hilbert transforms. Volume 1
• Stieltjes classes for moment-indeterminate probability distributions
• Title not available (Why is that?)
• On the moment problems
• The cube of a normal distribution is indeterminate
• Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions

Cited In (6)

• Title not available (Why is that?)
• Indeterminate Hamburger moment problem: entropy convergence
• Krein condition in probabilistic moment problems
• Operators on the vanishing moments subspace and Stieltjes classes for M-indeterminate probability distributions
• On the condition number of the antireflective transform
• Title not available (Why is that?)

This page was built for publication: Krein condition and the Hilbert transform

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q829355)