On the moment problem

Allan Gut

doi:bj/1078779876

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Home > Journals > Bernoulli > Volume 8 > Issue 3 > Article

April 2002 On the moment problem

Allan Gut

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Allan Gut¹
¹Department of Mathematics, Uppsala University

Bernoulli 8(3): 407-421 (April 2002).

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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.

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Allan Gut. "On the moment problem." Bernoulli 8 (3) 407 - 421, April 2002.

Information

Published: April 2002

First available in Project Euclid: 8 March 2004

zbMATH: 1006.60016

MathSciNet: MR2003C:60022

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

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