Moment determinacy of powers and products of nonnegative random variables
From MaRDI portal
Publication:904700
DOI10.1007/s10959-014-0546-zzbMath1358.60030arXiv1403.0301MaRDI QIDQ904700
Gwo Dong Lin, Jordan M. Stoyanov
Publication date: 13 January 2016
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.0301
Stieltjes moment problem; generalized gamma distribution; half-logistic distribution; Hardy condition
Related Items
A two-parameter extension of Urbanik’s product convolution semigroup, On Lin's condition for products of random variables with singular joint distribution, On Conditions for a Probability Distribution to Be Uniquely Determined by Its Moments, A review of conjectured laws of total mass of Bacry–Muzy GMC measures on the interval and circle and their applications, On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field, Recent developments on the moment problem, Moment problems related to Bernstein functions, Determinacy of a distribution with finitely many mass points by finitely many moments
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Hamburger moment problem for powers and products of random variables
- A new proof that the product of three or more exponential random variables is moment-indeterminate
- The cube of a normal distribution is indeterminate
- On Krein's theorem for indeterminacy of the classical moment problem
- The moment problem for polynomial forms in normal random variables
- On the moment problems
- Krein condition in probabilistic moment problems
- On powers of Stieltjes moment sequences, I
- Remarks on converse Carleman and Krein criteria for the classical moment problem
- Hardy's Condition in the Moment Problem for Probability Distributions
- The Logarithmic Skew-Normal Distributions are Moment-Indeterminate
- On certain non-unique solutions of the Stieltjes moment problem
- Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables
- LENGTH-BIASING, CHARACTERIZATIONS OF LAWS AND THE MOMENT PROBLEM
- Parabolic Anderson problem and intermittency
- THE CUBE OF A LOGISTIC DISTRIBUTION IS INDETERMINATE
- An Introduction to Heavy-Tailed and Subexponential Distributions
- Exact Distribution of the Product of Independent Generalized Gamma Variables with the Same Shape Parameter
