Bernoulli

  • Bernoulli
  • Volume 8, Number 3 (2002), 407-421.

On the moment problem

Allan Gut

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Abstract

The purpose of this paper is to provide some additional insight into the moment problem by connecting a condition by Lin, Bondesson's class of hyperbolically completely monotone densities, and the theory of regularly varying functions. In particular, two questions addressed in a recent paper by Stoyanov concerning powers of random variables and functions that (do not) preserve uniqueness will be investigated.

Article information

Source
Bernoulli, Volume 8, Number 3 (2002), 407-421.

Dates
First available in Project Euclid: 8 March 2004

Permanent link to this document
https://projecteuclid.org/euclid.bj/1078779876

Mathematical Reviews number (MathSciNet)
MR2003c:60022

Zentralblatt MATH identifier
1006.60016

Keywords
generalized gamma distribution hyperbolically completely monotone Krein integral Lin condition moment problem moments regular variation slow variation uniqueness

Citation

Gut, Allan. On the moment problem. Bernoulli 8 (2002), no. 3, 407--421. https://projecteuclid.org/euclid.bj/1078779876


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References

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