Open Access
April 2002 On the moment problem
Allan Gut
Author Affiliations +
Bernoulli 8(3): 407-421 (April 2002).


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.


Download Citation

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


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

Rights: Copyright © 2002 Bernoulli Society for Mathematical Statistics and Probability

Vol.8 • No. 3 • April 2002
Back to Top