A New Moment Determinacy Condition for Probability Distributions

In this paper, we propose a condition on a probability distribution that enables us to determine the distribution uniquely using all of its moments. This condition applies to both the Hamburger case (distributions on the entire real line) and the Stieltjes case (distributions on the positive half-line). The proposed condition is easily verifiable and is connected to both the Lin condition and the converse Krein condition. In addition, we provide another determinacy condition for both Hamburger and Stieltjes moment problems, which is similar to the Lin condition but does not necessitate the converse Krein condition.

Authors

Publication Details

Journal
Theory of Probability and Its Applications
Published
2025-05-01
DOI
https://doi.org/10.1137/s0040585x97t992276
Citations
1
Primary Topic
Probabilistic and Robust Engineering Design
Type
article
Field-Weighted Citation Impact
1.40
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article

A New Moment Determinacy Condition for Probability Distributions

Yimin Wei, R. Zhang
1 citations
Theory of Probability and Its Applications
Probabilistic and Robust Engineering Design
1.40
article

A New Moment Determinacy Condition for Probability Distributions

Yimin Wei, R. Zhang
article en
1 citations

Abstract

In this paper, we propose a condition on a probability distribution that enables us to determine the distribution uniquely using all of its moments. This condition applies to both the Hamburger case (distributions on the entire real line) and the Stieltjes case (distributions on the positive half-line). The proposed condition is easily verifiable and is connected to both the Lin condition and the converse Krein condition. In addition, we provide another determinacy condition for both Hamburger and Stieltjes moment problems, which is similar to the Lin condition but does not necessitate the converse Krein condition.

Theory of Probability and Its ApplicationsVol. 70(1)
Openalex Percentile: Top 17%
Probabilistic and Robust Engineering Design
1.40
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