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Principle Seminar of the Department of Probability Theory, Moscow State University
March 12, 2014 16:45–17:45, Moscow, MSU, auditorium 12-24
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Recent results on the moment determinacy of probability distributions
Jordan Stoyanov University of Newcastle
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Number of views: |
This page: | 198 | Materials: | 152 |
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Abstract:
We start with two recent probabilistic problems. Then we turn to the main objects of our discussion:
heavy tailed probability distributions, onedimensional or multidimensional, with finite all moments.
Either such a distribution is uniquely determined by its moments (M-determinate), or it is nonunique (M-indeterminate).
Our goal is to describe the current state of art in this area. Some open questions will be outlined.
The talk is based on the recent author's works.
Supplementary materials:
bolshoikafedrsem_tv_12_marta.pdf (294.8 Kb)
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