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This article is cited in 5 scientific papers (total in 5 papers)
On conditions for a probability distribution to be uniquely determined by its moments
E. B. Yarovayaa, J. Stoyanovb, K. K. Kostyashinc a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
b Institute of Mathematics and Informatics, Bulgarian Academy of Sciences
c Lomonosov Moscow State University
Abstract:
We study the relationship between the well-known Carleman's condition guaranteeing that a probability distribution is uniquely determined
by its moments, and a recent, easily checkable condition on the rate of growth of the moments. We use asymptotic methods in the theory of integrals and involve properties of the Lambert $W$-function to show that the quadratic growth rate of the ratios of consecutive moments as a sufficient condition for uniqueness is slightly more restrictive than Carleman's condition. We derive a series of statements, one of which shows that Carleman's condition does not imply Hardy's condition, although the inverse implication is true. Related topics are also discussed.
Keywords:
random variables, moment problem, M-determinacy, Carleman's condition, rate of growth of the moments, Hardy's condition, Lambert $W$-function.
Received: 16.05.2019 Revised: 09.07.2019 Accepted: 18.07.2019
Citation:
E. B. Yarovaya, J. Stoyanov, K. K. Kostyashin, “On conditions for a probability distribution to be uniquely determined by its moments”, Teor. Veroyatnost. i Primenen., 64:4 (2019), 725–745; Theory Probab. Appl., 64:4 (2020), 579–594
Linking options:
https://www.mathnet.ru/eng/tvp5304https://doi.org/10.4213/tvp5304 https://www.mathnet.ru/eng/tvp/v64/i4/p725
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