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On the moment determinacy of the distributions of compound geometric sums

Lookup NU author(s): Dr Jordan Stoyanov

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Abstract

We deal with compound geometric sums of independent positive random variables and study the moment problem for the distributions of such sums (the Stieltjes moment problem). We find conditions under which the distributions are uniquely determined by their moments. We also treat related topics, including the Hamburger moment problem involving random variables on the whole real line. Some conjectures are outlined.

Publication metadata

Author(s): Stoyanov J; Lin GD

Publication type: Article

Publication status: Published

Journal: Journal of Applied Probability

Year: 2002

Volume: 39

Issue: 3

Pages: 545-554

ISSN (print): 0021-9002

ISSN (electronic): 1475-6072

Publisher: Applied Probability Trust

URL: http://dx.doi.org/10.1239/jap/1034082126

DOI: 10.1239/jap/1034082126

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