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Seminar on Probability Theory and Mathematical Statistics
October 10, 2014 18:00–20:00, St. Petersburg, PDMI, room 311 (nab. r. Fontanki, 27)
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On the moment (in)determinacy of probability distributions
Jordan Stoyanov |
Number of views: |
This page: | 263 | Materials: | 50 |
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Abstract:
The main discussion will be on heavy tailed probability distributions,
one-dimensional or multi-dimensional, with finite all moments. Either such a
distribution is uniquely determined by its moment sequence (M-determinate),
or it is nonunique (M-indeterminate). Our goal is to describe the current state
of art in this area. New results will be reported and some open questions outlined.
The talk is based on recent joint works with GD Lin (Taiwan) and C Kleiber (Basel).
Supplementary materials:
stpeter_10_oct_2014.pdf (296.5 Kb)
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