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This article is cited in 2 scientific papers (total in 2 papers)
Some Remarks on the Moment Problem and Its Relation to the Theory of Extrapolation of Spaces
K. V. Lykov Samara State University
Abstract:
It is well known that that the coincidence of integer moments ($n$th-power moments, where $n$ is an integer) of two nonnegative random variables does not imply the coincidence of their distributions. Moreover, we show that, given coinciding integer moments, the ratio of half-integer moments may tend to infinity arbitrarily fast. Also, in this paper, we give a new proof of uniqueness in the continuous moment problem and show that, in that problem, it is impossible to replace the condition of coincidence of all moments by a two-sided inequality between them, while preserving the inequality between the distributions. In conclusion, we study the relationship with the theory of extrapolation of spaces.
Keywords:
nonnegative random variable, distribution function, integer moment, half-integer moment, continuous moment problem, extrapolation of spaces, Lebesgue measure, Orlicz space.
Received: 11.05.2010 Revised: 16.01.2011
Citation:
K. V. Lykov, “Some Remarks on the Moment Problem and Its Relation to the Theory of Extrapolation of Spaces”, Mat. Zametki, 91:1 (2012), 79–92; Math. Notes, 91:1 (2012), 69–80
Linking options:
https://www.mathnet.ru/eng/mzm8762https://doi.org/10.4213/mzm8762 https://www.mathnet.ru/eng/mzm/v91/i1/p79
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