Related papers: Recent Developments on the Moment Problem
We construct explicit solutions of a number of Stieltjes moment problems based on moments of the form ${\rho}_{1}^{(r)}(n)=(2rn)!$ and ${\rho}_{2}^{(r)}(n)=[(rn)!]^{2}$, $r=1,2,...$, $n=0,1,2,...$, \textit{i.e.} we find functions…
We consider a sequence of independent random variables with the known distribution observed sequentially. The observation $n$ is assumed to be a value of one order statistics such as s:n-th, where 1 is less than s is less than n. It the…
We study the problem of a run and tumble particle in a harmonic trap, with a finite run and tumble time, by a direct integration of the equation of motion. An exact 1D steady state distribution, diagram laws and a programmable Volterra…
Sufficient condition for the symmetric moment problem to be determinate is given using standards methods of $q$-Fourier analysis. This condition it cannot be a particular case of Carleman's criterion.
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…
In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…
If a bulk gravitational path integral can be identified with an average of partition functions over an ensemble of boundary quantum theories, then a corresponding moment problem can be solved. We review existence and uniqueness criteria for…
In this paper we define distributions on moment spaces corresponding to measures on the real line with an unbounded support. We identify these distributions as limiting distributions of random moment vectors defined on compact moment spaces…
The two-dimensional moment problem consists of finding a positive Borel measure $\mu$ in $\mathbb{R}^2$ such that $\int_{\mathbb{R}^2} t_1^m t_2^n d\mu = s_{m,n}$, $m,n=0,1,2,...$, where $s_{m,n}$ are prescribed real constants (moments). We…
For an indeterminate Hamburger moment problem we consider an infinite family of analytic densities solving the moment problem and we prove that they all have finite (Shannon) entropy. These densities are either all bounded or all unbounded.…
We define truncated Mellin moments of parton distributions by restricting the integration range over the Bjorken variable to the experimentally accessible subset x_0 < x < 1 of the allowed kinematic range 0 < x < 1. We derive the evolution…
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…
Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimization approach to studying and generating concentration…
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…
For an N-extremal solution $\mu$ to an indeterminate moment problem it is known by a theorem of M. Riesz that the measure $(1+x^2)^{-1}d\mu(x)$ is determinate. For $0<\alpha<1$ we show by contradiction that there exist indeterminate…
Motivated by previous work on moment varieties for Gaussian distributions and their mixtures, we study moment varieties for two other statistically important two-parameter distributions: the inverse Gaussian and gamma distributions. In…
This paper is about Holder and Lipschitz stability estimates and uniqueness theorems for some coefficient inverse problems and associated inverse source problems for a general linear parabolic equation of the second order with variable…
We exploit results on the classical Stieltjes moment problem to obtain completely explicit necessary and sufficient conditions for the photon number distribution p(n) of a radiation field mode to be classical. These conditions are given in…
Complex moment sequences are exactly those which admit positive definite extensions on the integer lattice points of the upper diagonal half-plane. Here we prove that the aforesaid extension is unique provided the complex moment sequence is…
Cumulants and moments are closely related to the basic mathematics of continuous and discrete selection (respectively). These relationships generalize Fisher's fundamental theorem of natural selection and also make clear some of its…