Abstract
The Krein condition has been used as a qualitative result to show the M-indeterminacy of some kind of densities. In this work we use results from the theory of the Hilbert transform to construct families of densities having all the same finite moment sequence as a density $f$ with finite logarithmic integral. Actually, our approach explicitly gives Stieltjes classes with center at $f$ and perturbations involving the Hilbert transform of $\ln f$. We consider densities supported on the whole real line or the positive half line.
Citation
Marcos López-García. "Krein condition and the Hilbert transform." Electron. Commun. Probab. 25 1 - 7, 2020. https://doi.org/10.1214/20-ECP351
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