Related papers: Absolute moments and Fourier-based probability met…
The bounds for absolute moments of order statistics are established. Let $X_1,\dots ,X_n$ be independent identically distributed real-valued random variables and let $X_{1:n}\le \dots \le X_{n:n}$ be the corresponding order statistics. The…
The aim of this paper is to study the full $K-$moment problem for measures supported on some particular non-linear subsets $K$ of an infinite dimensional vector space. We focus on the case of random measures, that is $K$ is a subset of all…
We consider analytic continuations of Fourier transforms and Stieltjes transforms. This enables us to define what we call complex moments for some class of probability measures which do not have moments in the usual sense. There are two…
Work on generalizations of the Cohen-Lenstra and Cohen-Martinet heuristics has drawn attention to probability measures on the space of isomorphism classes of profinite groups. As is common in probability theory, it would be desirable to…
We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…
We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…
We obtain new closed-form formulas for the moments and absolute moments of the variance-gamma distribution. We thus deduce new formulas for the moments and absolute moments of the product of two correlated zero mean normal random variables.
First, we present a concise glossary of formulas for composition of standard, cumulant, factorial, and factorial cumulant moments in superposition (compound) models, where final particles are created via independent emission from a…
We establish unconditional $\Omega$-results for all weighted even moments of primes in arithmetic progressions. We also study the moments of these moments and establish lower bounds under GRH. Finally, under GRH and LI we prove an…
The absolute moments of probability distributions are much more complicated than conventional ones. By using a direct and simpler approach, we retreat P. L. Hsu's (1951, J. Chinese Math. Soc., Vol. 1, pp. 257-280) formulas in terms of the…
Integral expressions for positive-part moments E X_+^p (p>0) of random variables X are presented, in terms of the Fourier-Laplace or Fourier transforms of the distribution of X. A necessary and sufficient condition for the validity of such…
The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…
Resolving an open question of J. A. Carillo and G. Toscani, M. Stawiska recently proved that certain metric spaces of probability measures equipped with Fourier-based metrics are complete. In this note, we extend such Fourier-based metrics…
We study completeness of the spaces $\mathcal{P}_s^=$ of probability measures in $\mathbb{R}^N$ which have equal (prescribed) moments up to order $s \in \mathbb{N}$, endowed with the metric $d_s(\mu,\nu)=\sup_{x \in \mathbb{R}^N\setminus…
The uniform probability measure on a convex polytope induces piecewise polynomial densities on its projections. For a fixed combinatorial type of simplicial polytopes, the moments of these measures are rational functions in the vertex…
We establish a new connection between moments of $n \times n$ random matrices $X_n$ and hypergeometric orthogonal polynomials. Specifically, we consider moments $\mathbb{E}\mathrm{Tr} X_n^{-s}$ as a function of the complex variable $s \in…
Let $\mu$ be a positive measure on the real line with locally finite support $\Lambda$ and integer masses such that its Fourier transform in the sense of distributions is a purely point measure. An explicit form is found for an entire…
Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…
The Born probability measure describes the statistics of measurements in which observers self-locate themselves in some region of reality. In $\psi$-ontic quantum theories, reality is directly represented by the wavefunction. We show that…
Several convenient methods for calculation of fractional absolute moments are given with application to heavy tailed distributions. We use techniques of fractional differentiation to obtain formulae for $E[|X-\mu|^\gamma]$ with $1<\gamma<2$…