Seminars
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
Calendar
Search
Add a seminar

RSS
Forthcoming seminars




June 15, 2017 15:30, Seminar, Charles University, Faculty of Mathematics and Physics, Department of Probability and Mathematical Statistics  


Recent results on the moment determinacy of probability distributions

J. Stoyanovab

a Newcastle University
b Bulgarian Academy of Sciences

Number of views:
This page:49

Abstract: We deal with probability distributions, one-dimensional, multi-dimensional or distributions of stochastic processes (e.g. SDEs). One of the assumption is that they have all moments finite. It is well-known from the classical moment problem that any such a distribution is either uniquely determined by its moment (M- determinate) or it is non-unique (M-indeterminate). Along a brief discussion on known conditions (Cramer, Carleman, Krein, Hardy), the emphasis will be on new and checkable conditions for M-determinacy and/or M-indeterminacy of functional transformations of random data. The new results will be reported with hints for their proof. Examples and counterexamples will be given also open questions and conjectures outlined.

Language: English
 
  Contact us:
 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024