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Principle Seminar of the Department of Probability Theory, Moscow State University
October 11, 2017 16:45–17:45, Moscow, MSU, auditorium 12-24
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Multidimensional Distributions: The Moment Problem
Jordan Stoyanovab a Bulgarian Academy of Sciences
b Newcastle University, UK
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This page: | 216 | Materials: | 5 |
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Abstract:
We consider multidimensional distributions with finite all moments. For any of such distributions, either it is determined uniquely by its moments (M-determinate) or it is not (M-indeterminate).
We shall analyze conditions (Cramer, Carleman, Krein, Lin, Hardy) under which these properties take place. We show the important role of marginal (one-dimensional) distributions properties play in this problem.
As well, we shall formulate some open problems/questions.
Supplementary materials:
11_10_2017_Блольшой_семинар.pdf (281.7 Kb)
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