Moments of convex distribution functions and completely alternating sequences
Probability
2008-05-27 v2
Abstract
We solve the moment problem for convex distribution functions on in terms of completely alternating sequences. This complements a recent solution of this problem by Diaconis and Freedman, and relates this work to the L\'{e}vy-Khintchine formula for the Laplace transform of a subordinator, and to regenerative composition structures.
Keywords
Cite
@article{arxiv.math/0602091,
title = {Moments of convex distribution functions and completely alternating sequences},
author = {Alexander Gnedin and Jim Pitman},
journal= {arXiv preprint arXiv:math/0602091},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/193940307000000374 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)