Geodesic
Any random variable with finite moments is a sum of two variables with determinate moment problem
Teoriâ veroâtnostej i ee primeneniâ, Tome 62 (2017) no. 4, pp. 787-797

Voir la notice de l'article provenant de la source Math-Net.Ru

It is known that two random variables may have equal moments of all orders but unequal distributions. If, for a given random variable, there does not exist a differently distributed random variable with the same moments, then the original random variable is said to have determinate moment problem, or one says that the moment problem has a unique solution. It is shown that any random variable such that all its moments are finite can be represented as a sum of two disjoint variables, and each of them has determinate moment problem.
Keywords: Hamburger moment problem, mixture of distributions, Orlicz space.
Mots-clés : Carleman condition 
@article{TVP_2017_62_4_a7,
     author = {K. V. Lykov},
     title = {Any random variable with finite moments is a sum of two variables with determinate moment problem},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {787--797},
     publisher = {mathdoc},
     volume = {62},
     number = {4},
     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2017_62_4_a7/}
}
TY  - JOUR
AU  - K. V. Lykov
TI  - Any random variable with finite moments is a sum of two variables with determinate moment problem
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2017
SP  - 787
EP  - 797
VL  - 62
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_2017_62_4_a7/
LA  - ru
ID  - TVP_2017_62_4_a7
ER  - 
%0 Journal Article
%A K. V. Lykov
%T Any random variable with finite moments is a sum of two variables with determinate moment problem
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2017
%P 787-797
%V 62
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_2017_62_4_a7/
%G ru
%F TVP_2017_62_4_a7
K. V. Lykov. Any random variable with finite moments is a sum of two variables with determinate moment problem. Teoriâ veroâtnostej i ee primeneniâ, Tome 62 (2017) no. 4, pp. 787-797. http://geodesic.mathdoc.fr/item/TVP_2017_62_4_a7/