On the moment problem for random sums

Journal of Applied Probability

Volumn 40, Issue 3, 2003, Pages 797-802

  Gut, Allan ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

Carleman condition; Lin condition; Moment problem; Random sum; Stopping time; Uniqueness

Indexed keywords

EID: 0242676828     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1059060905     Document Type: Article

References (6)

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2. DEVINATZ, A. (1959). On a theorem of Lévy-Raikov. Ann. Math. Statist. 30, 583-586.
3. GUT, A. (1988). Stopped Random Walks. Springer, New York.
4. LIN G. D. AND STOYANOV, J. M. (2002). On the moment determinacy of the distributions of compound geometric sums. J. Appl. Prob. 39, 545-554.
5. PAKES, A. G., HUNG, W.-L. AND WU, J.-W. (2001). Criteria for the unique determination of probability distributions by moments. Austral. N. Z. J. Statist. 43, 101-111.
6. SAN JUAN, R. (1943). Sur le problème de Watson dans la théorie des séries asymptotiques et solution d'un problème de Carleman de la théorie des fonctions quasianalythiques. Acta Math. 75, 247-254.