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On the moment determinacy of products of non-identically distributed random variables

Lookup NU author(s): Dr Jordan Stoyanov

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This is the final published version of an article that has been published in its final definitive form by Wroclaw University of Science and Technology, 2016.

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Abstract

We suggest checkable conditions to establish the moment determinacy of products of random variables. We treat both Stieltjes case (distributions on the positive semi-real line) and Hamburger case (on the whole real line). A series of new results and given with their proofs. Of interest are also the illustrative examples.

Publication metadata

Author(s): Lin GD, Stoyanov J

Publication type: Article

Publication status: Published

Journal: Probability and Mathematical Statistics

Year: 2016

Volume: 36

Issue: 1

Pages: 21-33

Print publication date: 01/05/2015

Online publication date: 01/06/2016

Acceptance date: 15/01/2015

Date deposited: 04/08/2017

ISSN (print): 0208-4147

Publisher: Wroclaw University of Science and Technology

URL: http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=36.1&nrA=2&ppB=21&ppE=33

Notes: PMS is a leading international journal, accessible on line for free.

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