ArticleOriginal scientific text
Title
A characterization of probability measures by f-moments
Authors 1
Affiliations
- Institute of Mathematics, Wrocław University, Pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland
Abstract
Given a real-valued continuous function ƒ on the half-line [0,∞) we denote by P*(ƒ) the set of all probability measures μ on [0,∞) with finite ƒ-moments (n = 1,2...). A function ƒ is said to have the identification property} if probability measures from P*(ƒ) are uniquely determined by their ƒ-moments. A function ƒ is said to be a Bernstein function} if it is infinitely differentiable on the open half-line (0,∞) and is completely monotone for some nonnegative integer n. The purpose of this paper is to give a necessary and sufficient condition in terms of the representing measures for Bernstein functions to have the identification property.
Keywords
Bernstein functions, Laplace transform, moments, identification properties
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