Related papers: On determinacy/indeterminacy of Moment Problems
Strong Feller property and irreducibility are study for a class of non-linear monotone stochastic partial differential equations with multiplicative noise. H\"older continuity of the associated Markov semigroups are discussed in some…
We describe all solutions of the matrix Hamburger moment problem in a general case (no conditions besides solvability are assumed). We use the fundamental results of A.V. Shtraus on the generalized resolvents of symmetric operators. All…
We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…
We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_n(x_k,y_k), \quad y_{k+1} = T_n y_k, \] where the fast…
This paper studies the moment boundedness of solutions of linear stochastic delay differential equations with distributed delay. For a linear stochastic delay differential equation, the first moment stability is known to be identical to…
Nondegenerate truncated indefinite Stieltjes moment problem in the class $\mathbf{N}_{\kappa}^{k}$ of generalized Stieltjes functions is considered. To describe the set of solutions of this problem we apply the Schur step-by-step algorythm,…
We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…
In this paper we consider two related objects: singular positive semidefinite Hankel block--matrices and associated degenerate truncated matrix Hamburger moment problems. The description of all solutions of a degenerate matrix Hamburger…
In this paper, we generalise the formula for the fourth moment of a random determinant to account for entries with asymmetric distribution. We also derive the second moment of a random Gram determinant.
Truncated moment problems in the class of generalized Nevanlinna functions are investigated. General solvability criteria will be established, covering both the even and odd problems, including complete parametrizations of solutions. The…
We give a simple proof of the moment-indeterminacy of the sequence $(n!)^t$ for $t > 2,$ using Lin's condition. Under a logarithmic self-decomposability assumption, the method conveys to power sequences defined as the rising factorials of a…
This paper expands the work on distributionally robust newsvendor to incorporate moment constraints. The use of Wasserstein distance as the ambiguity measure is preserved. The infinite dimensional primal problem is formulated; problem of…
Sturm theory for second order differential equations was generalized to systems and higher order equations with positive leading coefficient by several authors. Here we propose a Sturm oscillation theorem for indefinite systems of even…
Probability densities that are not uniquely determined by their moments are said to be "moment-indeterminate", or "M-indeterminate". Determining whether or not a density is M-indeterminate, or how to generate an M-indeterminate density, is…
It is known that positive definiteness is not enough for the multidimensional moment problem to be solved. We would like throw in to the garden of existing in this matter so far results one more, a result which takes into considerations the…
Stability results for the Helmholtz equations in both deterministic and random periodic structures are proved in this paper. Under the assumption of excluding resonances, by a variational method and Fourier analysis in the energy space, the…
This paper is aimed to prove the strong duality theorem for continuous-time linear programming problems in which the coefficients are assumed to be piecewise continuous functions. The previous paper proved the strong duality theorem for the…
In this paper, the problem of stability in terms of two measures is considered for a class of stochastic partial differential delay equations with switching. Sufficient conditions for stability in terms of two measures are obtained based on…
The discrete data encoded in the power moments of a positive measure, fast decaying at infinity on euclidean space, is incomplete for recovery, leading to the concept of moment indeterminateness. On the other hand, classical integral…
Motivated by open questions in the papers " Refinements and sharpenings of some double inequalities for bounding the gamma function" and "Complete monotonicity and monotonicity of two functions defined by two derivatives of a function…