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Teoriya Veroyatnostei i ee Primeneniya, 2020, Volume 65, Issue 3, Pages 634–648
DOI: https://doi.org/10.4213/tvp5278
(Mi tvp5278)
 

This article is cited in 21 scientific papers (total in 21 papers)

New checkable conditions for moment determinacy of probability distributions

J. M. Stoyanova, G. D. Linbc, P. Kopanovd

a Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Sofia, Bulgaria
b Social and Data Science Research Center, Hwa-Kang Xing-Ye Foundation, Taipei
c Institute of Statistical Science, Academia Sinica, Taipei, Taiwan (Republic of China)
d Faculty of Mathematics and Informatics, Plovdiv University "Paisii Hilendarski", Plovdiv, Bulgaria
References:
Abstract: We have analyzed some conditions which are essentially involved in deciding whether or not a probability distribution is unique (moment-determinate) or nonunique (moment-indeterminate) by its moments. We suggest new conditions concerning both absolutely continuous and discrete distributions. By using the new conditions, which are easily checkable, we either establish new results or extend previous ones in both the Hamburger case (distributions on the whole real line) and the Stieltjes case (distributions on the positive half-line). Specific examples illustrate the results as well as the relationship between the new conditions and previously available conditions.
Keywords: probability distributions, moments, Stieltjes moment problem, Hamburger moment problem, Carleman's condition, Krein's condition, condition (L).
Received: 30.11.2018
Revised: 09.07.2019
Accepted: 18.07.2019
English version:
Theory of Probability and its Applications, 2020, Volume 65, Issue 3, Pages 497–509
DOI: https://doi.org/10.1137/S0040585X97T990083
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: J. M. Stoyanov, G. D. Lin, P. Kopanov, “New checkable conditions for moment determinacy of probability distributions”, Teor. Veroyatnost. i Primenen., 65:3 (2020), 634–648; Theory Probab. Appl., 65:3 (2020), 497–509
Citation in format AMSBIB
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Linking options:
  • https://www.mathnet.ru/eng/tvp5278
  • https://doi.org/10.4213/tvp5278
  • https://www.mathnet.ru/eng/tvp/v65/i3/p634
  • This publication is cited in the following 21 articles:
    1. Jordan M. Stoyanov, Aldo Tagliani, Pier Luigi Novi Inverardi, “Maximum Entropy Criterion for Moment Indeterminacy of Probability Densities”, Entropy, 26:2 (2024), 121  crossref
    2. Octav Olteanu, “Functional and Operatorial Equations Defined Implicitly and Moment Problems”, Symmetry, 16:2 (2024), 152  crossref
    3. Cristian Octav Olteanu, “Moment Problems and Integral Equations”, Symmetry, 16:6 (2024), 757  crossref
    4. Elvira Di Nardo, Giuseppe D'Onofrio, Tommaso Martini, “Orthogonal gamma-based expansion for the CIR's first passage time distribution”, Applied Mathematics and Computation, 480 (2024), 128911  crossref
    5. Robert M. Mnatsakanov, Rafik H. Aramyan, Farhad Jafari, “RECONSTRUCTIONS OF PIECEWISE CONTINUOUS AND DISCRETE FUNCTIONS USING MOMENTS”, J Math Sci, 2024  crossref
    6. Octav Olteanu, “Applications of the Hahn-Banach Theorem, a Solution of the Moment Problem and the Related Approximation”, Mathematics, 12:18 (2024), 2878  crossref
    7. I. Botosaru, “Time-varying unobserved heterogeneity in earnings shocks”, Journal of Econometrics, 235:2 (2023), 1378  crossref  mathscinet
    8. O. Olteanu, “Symmetry and asymmetry in moment, functional equations, and optimization problems”, Symmetry, 15:7 (2023), 1471  crossref
    9. P. L. N. Inverardi, A. Tagliani, J. M. Stoyanov, “The problem of moments: A bunch of classical results with some novelties”, Symmetry, 15:9 (2023), 1743  crossref
    10. O. Olteanu, “On special properties for continuous convex operators and related linear operators”, Symmetry, 14:7 (2022), 1390  crossref
    11. K. Górska, A. Horzela, D. J. Maširević, T. K. Pogány, “Observations on the Mckay I Bessel distribution”, Journal of Mathematical Analysis and Applications, 516:1 (2022), 126481  crossref  mathscinet
    12. O. Olteanu, “Markov moment problem and sandwich conditions on bounded linear operators in terms of quadratic forms”, Mathematics, 10:18 (2022), 3288  crossref
    13. O. Olteanu, “Markov moment problems on special closed subsets of Rn”, Symmetry, 15:1 (2022), 76  crossref
    14. O. Olteanu, “On Hahn-Banach theorem and some of its applications”, Open Mathematics, 20:1 (2022), 366  crossref  mathscinet
    15. O. Olteanu, “Convexity, Markov operators, approximation, and related optimization”, Mathematics, 10:15 (2022), 2775  crossref
    16. O. Olteanu, “Special issue of symmetry: “Symmetry in mathematical analysis and functional analysis””, Symmetry, 14:12 (2022), 2665  crossref  mathscinet
    17. O. Olteanu, “On the moment problem and related problems”, Mathematics, 9:18 (2021), 2289  crossref  isi
    18. O. Olteanu, “On Markov moment problem, polynomial approximation on unbounded subsets, and Mazur-Orlicz theorem”, Symmetry-Basel, 13:10 (2021), 1967  crossref  isi
    19. Y. Wei, J.-H. Ma, “Determinacy of a distribution with finitely many mass points by finitely many moments”, Stat. Probab. Lett., 176 (2021), 109135  crossref  mathscinet  isi
    20. O. Olteanu, “On Markov moment problem and related results”, Symmetry-Basel, 13:6 (2021), 986  crossref  mathscinet  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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