Keywords: moment problem, M-determinacy, rate of growth of the moments, Hardy's condition, Lambert $W$-function.
@article{TVP_2019_64_4_a5,
author = {E. B. Yarovaya and J. Stoyanov and K. K. Kostyashin},
title = {On conditions for a~probability distribution to be uniquely determined by its moments},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {725--745},
year = {2019},
volume = {64},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2019_64_4_a5/}
}
TY - JOUR AU - E. B. Yarovaya AU - J. Stoyanov AU - K. K. Kostyashin TI - On conditions for a probability distribution to be uniquely determined by its moments JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2019 SP - 725 EP - 745 VL - 64 IS - 4 UR - http://geodesic.mathdoc.fr/item/TVP_2019_64_4_a5/ LA - ru ID - TVP_2019_64_4_a5 ER -
%0 Journal Article %A E. B. Yarovaya %A J. Stoyanov %A K. K. Kostyashin %T On conditions for a probability distribution to be uniquely determined by its moments %J Teoriâ veroâtnostej i ee primeneniâ %D 2019 %P 725-745 %V 64 %N 4 %U http://geodesic.mathdoc.fr/item/TVP_2019_64_4_a5/ %G ru %F TVP_2019_64_4_a5
E. B. Yarovaya; J. Stoyanov; K. K. Kostyashin. On conditions for a probability distribution to be uniquely determined by its moments. Teoriâ veroâtnostej i ee primeneniâ, Tome 64 (2019) no. 4, pp. 725-745. http://geodesic.mathdoc.fr/item/TVP_2019_64_4_a5/
[1] N. I. Akhiezer, The classical moment problem amd some related questions in analysis, Hafner Publishing Co., New York, 1965, x+253 pp. | MR | MR | Zbl | Zbl
[2] C. M. Bender, S. A. Orszag, Advanced mathematical methods for scientists and engineers, Internat. Ser. Pure Appl. Math., McGraw-Hill Book Co., New York, 1978, xiv+593 pp. | MR | Zbl
[3] N. H. Bingham, C. M. Goldie, J. L. Teugels, Regular variation, Encyclopedia Math. Appl., 27, Cambridge Univ. Press, Cambridge, 1989, xx+494 pp. | DOI | MR | Zbl
[4] R. M. Corless, G. H. Gonnet, D. E. G. Hare, D. J. Jeffrey, D. E. Knuth, “On the Lambert $W$ function”, Adv. Comput. Math., 5:4 (1996), 329–359 | DOI | MR | Zbl
[5] N. G. de Bruijn, Asymptotic methods in analysis, Bibliotheca Mathematica, 4, 2nd ed., North-Holland Publishing Co., Amsterdam; P. Noordhoff Ltd., Groningen, 1961, xii+200 pp. | MR | Zbl | Zbl
[6] M. V. Fedoryuk, Asimptotika. Integraly i ryady, Nauka, M., 1987, 544 pp. | MR | Zbl
[7] M. Fréchet, J. Shohat, “A proof of the generalized second-limit theorem in the theory of probability”, Trans. Amer. Math. Soc., 33:2 (1931), 533–543 | DOI | MR | Zbl
[8] I. S. Gradshteyn, I. M. Ryzhik, Table of integrals, series, and products, 4th ed., Academic Press, New York–London, 1965, xlv+1086 pp. | MR | MR | Zbl | Zbl
[9] I. I. Khristolyubov, E. B. Yarovaya, “Predelnaya teorema dlya nadkriticheskogo vetvyaschegosya bluzhdaniya s istochnikami razlichnoi intensivnosti”, Teoriya veroyatn. i ee primen., 64:3 (2019), 456–480 | DOI
[10] L. B. Klebanov, S. T. Mkrtchyan, “An estimate of the nearness of the distributions in terms of the nearness of their characteristic functions on a finite interval”, J. Soviet Math., 25:3 (1984), 1181–1186 | DOI | MR | Zbl
[11] P. Kopanov, G. D. Lin, J. Stoyanov, “New checkable conditions for moment determinacy of probability distributions”, Teoriya veroyatn. i ee primen., 2020 (to appear)
[12] Gwo Dong Lin, “On the moment problems”, Statist. Probab. Lett., 35:1 (1997), 85–90 | DOI | MR | Zbl
[13] Gwo Dong Lin, “Recent developments on the moment problem”, J. Statist. Distr. Appl., 4 (2017), 5, 17 pp. | DOI | Zbl
[14] Gwo Dong Lin, J. Stoyanov, “Moment determinacy of powers and products of nonnegative random variables”, J. Theoret. Probab., 28:4 (2015), 1337–1353 ; arXiv: 1403.0301 | DOI | MR | Zbl
[15] K. V. Lykov, “Any random variable with finite moments is a sum of two variables with determinate moment problem”, Theory Probab. Appl., 62:4 (2018), 632–639 | DOI | DOI | MR | Zbl
[16] K. Schmüdgen, The moment problem, Grad. Texts in Math., 277, Springer, Cham, 2017, xii+535 pp. | DOI | MR | Zbl
[17] A. N. Shiryaev, Probability–1, Grad. Texts in Math., 95, 3rd ed., Springer, New York, 2016, xvii+486 pp. | DOI | MR | Zbl
[18] J. A. Shohat, J. D. Tamarkin, The problem of moments, Amer. Math. Soc. Math. Surv., 1, Amer. Math. Soc., New York, 1943, xiv+140 pp. | MR | Zbl
[19] J. Stoyanov, “Stieltjes classes for moment-indeterminate probability distributions”, J. Appl. Probab., 41A (2004), 281–294 | DOI | MR | Zbl
[20] J. M. Stoyanov, Counterexamples in probability, 3rd ed., Dover Publications, Inc., Mineola, NY, 2013, xxx+368 pp. | MR | Zbl | Zbl
[21] J. Stoyanov, G. D. Lin, “Hardy's condition in the moment problem for probability distributions”, Teoriya veroyatn. i ee primen., 57:4 (2012), 811–820 ; Theory Probab. Appl., 57:4 (2013), 699–708 | DOI | Zbl | DOI | MR
[22] J. Stoyanov, Gwo Dong Lin, A. DasGupta, “Hamburger moment problem for powers and products of random variables”, J. Statist. Plann. Inference, 154 (2014), 166–177 | DOI | MR | Zbl
[23] E. B. Yarovaya, Vetvyaschiesya sluchainye bluzhdaniya v neodnorodnoi srede, Izd-vo TsPI pri mekh.-matem. f-te MGU, M., 2007, 104 pp.