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Teoriya Veroyatnostei i ee Primeneniya, 2020, Volume 65, Issue 3, Pages 634–648
DOI: https://doi.org/10.4213/tvp5278 (Mi tvp5278) 		 
This article is cited in 21 scientific papers (total in 21 papers)

New checkable conditions for moment determinacy of probability distributions

J. M. Stoyanova, G. D. Linbc, P. Kopanovd

a Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Sofia, Bulgaria
b Social and Data Science Research Center, Hwa-Kang Xing-Ye Foundation, Taipei
c Institute of Statistical Science, Academia Sinica, Taipei, Taiwan (Republic of China)
d Faculty of Mathematics and Informatics, Plovdiv University "Paisii Hilendarski", Plovdiv, Bulgaria
Full-text PDF (470 kB) Citations (21)
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DOI: https://doi.org/10.4213/tvp5278
Abstract: We have analyzed some conditions which are essentially involved in deciding whether or not a probability distribution is unique (moment-determinate) or nonunique (moment-indeterminate) by its moments. We suggest new conditions concerning both absolutely continuous and discrete distributions. By using the new conditions, which are easily checkable, we either establish new results or extend previous ones in both the Hamburger case (distributions on the whole real line) and the Stieltjes case (distributions on the positive half-line). Specific examples illustrate the results as well as the relationship between the new conditions and previously available conditions.
Keywords: probability distributions, moments, Stieltjes moment problem, Hamburger moment problem, Carleman's condition, Krein's condition, condition (L).
Received: 30.11.2018
Revised: 09.07.2019
Accepted: 18.07.2019
English version:
Theory of Probability and its Applications, 2020, Volume 65, Issue 3, Pages 497–509
DOI: https://doi.org/10.1137/S0040585X97T990083
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: J. M. Stoyanov, G. D. Lin, P. Kopanov, “New checkable conditions for moment determinacy of probability distributions”, Teor. Veroyatnost. i Primenen., 65:3 (2020), 634–648; Theory Probab. Appl., 65:3 (2020), 497–509
Citation in format AMSBIB
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\jour Teor. Veroyatnost. i Primenen.
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\pages 634--648
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\pages 497--509
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  • https://doi.org/10.4213/tvp5278
  • https://www.mathnet.ru/eng/tvp/v65/i3/p634
    • This publication is cited in the following 21 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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