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Teoriya Veroyatnostei i ee Primeneniya, 2019, Volume 64, Issue 4, Pages 725–745
DOI: https://doi.org/10.4213/tvp5304
(Mi tvp5304)
 

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
Full-text PDF (563 kB) Citations (5)
References:
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.
Funding agency Grant number
Russian Science Foundation 19-11-00290
The work of E. B. Yarovaya in sections 2–4 was supported by the Russian Science Foundation (grant 19-11-00290) and was performed at the Steklov Mathematical Institute of Russian Academy of Sciences.
Received: 16.05.2019
Revised: 09.07.2019
Accepted: 18.07.2019
English version:
Theory of Probability and its Applications, 2020, Volume 64, Issue 4, Pages 579–594
DOI: https://doi.org/10.1137/S0040585X97T989714
Bibliographic databases:
Document Type: Article
MSC: 60E05, 62E10, 44A60
Language: Russian
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
Citation in format AMSBIB
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\jour Teor. Veroyatnost. i Primenen.
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\pages 725--745
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\jour Theory Probab. Appl.
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\pages 579--594
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  • https://www.mathnet.ru/eng/tvp5304
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  • https://www.mathnet.ru/eng/tvp/v64/i4/p725
  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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