Markov-Krein transform

• Autorzy: Jacques Faraut , Faiza Fourati
• Języki publikacji: EN

Abstrakty

EN

The Markov-Krein transform maps a positive measure on the real line to a probability measure. It is implicitly defined through an identity linking two holomorphic functions. In this paper an explicit formula is given. Its proof is obtained by considering boundary values of holomorhic functions. This transform appears in several classical questions in analysis and probability theory: Markov moment problem, Dirichlet distributions and processes, orbital measures. An asymptotic property for this transform involves Thorin-Bondesson distributions.

Kategorie tematyczne

• 65D07: Splines
• 60E10: Characteristic functions; other transforms
• 60B10: Convergence of probability measures
• 44A60: Moment problems

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Colloquium Mathematicum
• Rocznik: 2016
• Tom: 144
• Numer: 1
• Strony: 137-156

Daty

wydano

2016

Twórcy

autor

Jacques Faraut

• Institut de Mathématiques de Jussieu, Université Pierre et Marie Curie, 4 place Jussieu, case 247, 75252 Paris Cedex 05, France

autor

Faiza Fourati

• Institut Préparatoire, aux études d'Ingénieurs de Tunis, Université de Tunis, 1089 Montfleury, Tunis, Tunisie

Identyfikatory

DOI

10.4064/cm6235-10-2015