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Moment determinacy of powers, products and other transforms of nonnegative random variables

Lookup NU author(s): Dr Jordan Stoyanov

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Abstract

We establish new criteria for uniqueness and nonuniqueness of nonlinare transformations of random variables. We prove new results or provide new and short proofs of previously known results.

Publication metadata

Author(s): Lin GD, Stoyanov J

Publication type: Article

Publication status: Published

Journal: Journal of Theoretical Probability

Year: 2015

Volume: 28

Issue: 4

Pages: 1337-1353

Print publication date: 01/12/2015

Online publication date: 25/03/2014

Acceptance date: 01/02/2013

Date deposited: 15/08/2017

ISSN (print): 0894 9840

ISSN (electronic): 1572-9230

Publisher: Springer Verlag

URL: https://doi.org/10.1007/s10959-014-0546-z

DOI: 10.1007/s10959-014-0546-z

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