Moments of convex distribution functions and completely alternating sequences
Alexander Gnedin, Jim Pitman
Abstract
We solve the moment problem for convex distribution functions on [0, 1] in terms of completely alternating sequences. This complements a recent solution of this problem by Diaconis and Freedman, and relates this work to the Lévy-Khintchine formula for the Laplace transform of a subordinator, and to regenerative composition structures.
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Primary Subjects: 60G09, 44A60
Secondary Subjects: 62E10
Keywords: convex distributions; moment problem; subordinator
Full-text: Open access
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Permanent link to this document: http://projecteuclid.org/euclid.imsc/1207580077
Digital Object Identifier: doi:10.1214/193940307000000374
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