A new proof that the product of three or more exponential random variables is moment-indeterminate

DOI10.1016/J.SPL.2010.01.012MaRDI QIDQ968465zbMATH OpenOpenAlexFDO

Authors Sofiya Ostrovska, Jordan Stoyanov

Publication date 5 May 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.01.012

zbMATH Keywords

Stieltjes problem of moments\(M\)-determinate distribution\(M\)-indeterminate distributionproduct of exponential random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• scientific article; zbMATH DE number 1082253 (Why is no real title available?)
• scientific article; zbMATH DE number 3219899 (Why is no real title available?)
• scientific article; zbMATH DE number 3107192 (Why is no real title available?)
• A contemporary review and bibliography of infinitely divisible distributions and processes
• Characterizations of probability distributions by properties of products of random variables
• Criteria for the Unique Determination of Probability Distributions by Moments
• Indeterminate moment problems and the theory of entire functions
• Krein condition in probabilistic moment problems
• On Krein's theorem for indeterminacy of the classical moment problem
• On certain non-unique solutions of the Stieltjes moment problem
• On powers of Stieltjes moment sequences, I
• On the infinite divisibility of products of powers of gamma variables
• On the moment determinacy of the distributions of compound geometric sums
• On the moment problems
• Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables
• Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions
• Stieltjes classes for moment-indeterminate probability distributions
• The exact distribution of products of independent random variables
• The moment problem for polynomial forms in normal random variables
• Uncorrelatedness sets for random variables with given distributions

Cited in

(3)

• Moment determinacy of powers and products of nonnegative random variables
• On generalized stable and related laws
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