ArticleOriginal scientific text

Title

A characterization of probability measures by f-moments

Authors 1

Affiliations

  1. 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 ʃ0ƒ(x)μn(dx) (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 (-1)nƒ(n+1)(x) 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

Bibliography

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Pages:
185-204
Main language of publication
English
Received
1995-10-09
Accepted
1996-02-05
Published
1996
Exact and natural sciences