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Volumn 50, Issue 4, 2009, Pages

Escort mean values and the characterization of power-law-decaying probability densities

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EID: 65549113564     PISSN: 00222488     EISSN: None     Source Type: Journal    
DOI: 10.1063/1.3104063     Document Type: Article
Times cited : (51)

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    • The so-called moment problem in theory of probabilities is a mathematically quite complex one. The discussion is normally done separately for various classes of support of the probability distribution, namely, for the [0,1] support (Hausdorff moment problem), the [0,∞) support (Stieltjes moment problem), and the (-∞,∞) support (Hamburger moment problem). General necessary and sufficient conditions are still elusive (Refs.).
    • The so-called moment problem in theory of probabilities is a mathematically quite complex one. The discussion is normally done separately for various classes of support of the probability distribution, namely, for the [0,1] support (Hausdorff moment problem), the [0,∞) support (Stieltjes moment problem), and the (-∞,∞) support (Hamburger moment problem). General necessary and sufficient conditions are still elusive (Refs.).


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