Related papers: On a moment problem related to Bernstein functions
We prove existence of all moments of the multiplicative coalescent at all times. We obtain as byproducts a number of related results which could be of general interest. In particular, we show the finiteness of the second moment of the $l^2$…
A method for detecting possible non-deterministic dynamics underlying a time series is introduced. Non-deterministic dynamics may arise due to the failure of the Lipschitz condition in the equations of motion. At a singular point, the phase…
The theory of holomorphic functions of several complex variables is applied in proving a multidimensional variant of a theorem involving an exponential boundedness criterion for the classical moment problem. A theorem of Petersen concerning…
We compute the second moment in the family of quadratic Dirichlet $L$-functions with prime conductors over $\mathbb{F}_q[x]$ when the degree of the discriminant goes to infinity, obtaining one of the lower order terms. We also obtain an…
We obtain lower bounds of the correct order of magnitude for the 2k-th moment of the Riemann zeta function for all k > 1. Previously such lower bounds were known only for rational values of k, with the bounds depending on the height of the…
Conditionally on the Riemann Hypothesis we obtain bounds of the correct order of magnitude for the 2k-th moment of the Riemann zeta-function for all positive real k < 2.181. This provides for the first time an upper bound of the correct…
In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…
Taking $t$ at random, uniformly from $[0,T]$, we consider the $k$th moment, with respect to $t$, of the random variable corresponding to the $2\beta$th moment of $\zeta(1/2+ix)$ over the interval $x\in(t, t+1]$, where $\zeta(s)$ is the…
We propose a new heuristic approach to integral moments of L-functions over function fields, which we demonstrate in the case of Dirichlet characters ramified at one place (the function field analogue of the moments of the Riemann zeta…
L\'evy-type perpetuities being the a.s. limits of particular generalized Ornstein-Uhlenbeck processes are a natural continuous-time generalization of discrete-time perpetuities. These are random variables of the form…
Let $\{{X}_k\}_{k\geq\mathbb{Z}}$ be a stationary sequence. Given $p\in(2,3]$ moments and a mild weak dependence condition, we show a Berry-Esseen theorem with optimal rate $n^{p/2-1}$. For $p\geq4$, we also show a convergence rate of…
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 the infinite sequences $(A\_n)\_{n\in\NN}$ of $2\times2$ matrices with nonnegative entries, where the $A\_n$ are taken in a finite set of matrices. Given a vector $V=\pmatrix{v\_1\cr v\_2}$ with $v\_1,v\_2>0$, we give a…
We investigate the generalized moment membership problem for matrices, a formulation equivalent to Skolem's problem for linear recurrence sequences. We show decidability for orthogonal, unitary, and real eigenvalue matrices, and…
For a fixed SL(3, Z) Maass form g, we consider the family of L-functions L(g \times u_j, s) where u_j runs over the family of Hecke-Maass cusp forms on SL(2,Z). We obtain an estimate for the second moment of this family of L-functions at…
We establish an asymptotic formula for the first moment and derive an upper bound for the second moment of L-functions associated with the complete family of primitive cubic Dirichlet characters defined over the Eisenstein field. Our…
We proof a limit theorem for moments in space of the increments of Brownian local time. As special cases for the second and third moments, previous results by Chen et al. (Ann. Prob. 38, 2010, no. 1) and Rosen (Stoch. Dyn. 11, 2011, no. 1),…
In this paper, the moment problem for symmetric probability measures is characterized in terms of associated sequences called Jacobi sequences $\{\omega_n\}$. A notion named property (SC), which is proved to be a necessary and sufficient…
This short note concerns the possible singular behaviour of moment generating functions of finite measures at the boundary of their domain of existence. We look closer at Example 7.3 in O. Barndorff-Nielsen's book "Information and…
The following analog of Bernstein inequality for monotone rational functions is established: if $R$ is an increasing on $[-1,1]$ rational function of degree $n$, then $$ R'(x)<\frac{9^n}{1-x^2}\|R\|,\quad x\in (-1,1). $$ The exponential…