Krein condition and the Hilbert transform

DOI10.1214/20-ECP351MaRDI QIDQ829355zbMATHFDO

Authors Marcos López-García

Publication date 5 May 2021

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

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

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)

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.

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

Cites work

• scientific article; zbMATH DE number 3736133 (Why is no real title available?)
• scientific article; zbMATH DE number 1385363 (Why is no real title available?)
• Hilbert transforms. Volume 1
• Krein condition in probabilistic moment problems
• On the moment problems
• Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions
• Stieltjes classes for moment-indeterminate probability distributions
• The cube of a normal distribution is indeterminate

Cited in

(6)

• On the condition number of the antireflective transform
• scientific article; zbMATH DE number 3966929 (Why is no real title available?)
• Krein condition in probabilistic moment problems
• Indeterminate Hamburger moment problem: entropy convergence
• scientific article; zbMATH DE number 1974659 (Why is no real title available?)
• Operators on the vanishing moments subspace and Stieltjes classes for M-indeterminate probability distributions

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