The moment problem for polynomial forms in normal random variables

DOI10.1214/AOP/1176989017MaRDI QIDQ1317240zbMATH OpenOpenAlexFDO

Authors Eric V. Slud

Publication date 24 May 1994

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989017

zbMATH Keywords

supportCarleman conditionsHamburger and Stieltjes moment problemsindeterminate measureWiener-Itô integral

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Moment problems and interpolation problems in the complex plane (30E05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Cited in

(23)

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• Recent developments on the moment problem
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• Reduced chaos decomposition with random coefficients of vector-valued random variables and random fields
• The Logarithmic Skew-Normal Distributions are Moment-Indeterminate
• New checkable conditions for moment determinacy of probability distributions
• On powers of Stieltjes moment sequences, I
• Limit theorems for conservative flows on multiple stochastic integrals
• Some properties of extreme stable laws and related infinitely divisible random variables
• Moments of random variables and the equivariant Morse lemma
• Mixing for stationary processes with finite-order multiple Wiener-Itô integral representation
• Remarks on converse Carleman and Krein criteria for the classical moment problem
• Hamburger moment problem for powers and products of random variables
• Inference problems involving moment determinacy of distributions
• On the moment problems
• Mixtures of power series distributions: identifiability via uniqueness in problems of moments
• A new proof that the product of three or more exponential random variables is moment-indeterminate
• An inverse problem for trigonometric polynomials: Does the distribution of a homogeneous polynomial in a Gaussian random point define the polynomial?
• scientific article; zbMATH DE number 7662449 (Why is no real title available?)
• Strong asymptotic independence on Wiener chaos
• Moment determinacy of powers and products of nonnegative random variables

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