Moment Determinacy of Powers and Products of Nonnegative Random Variables

Gwo Dong Lin () and Jordan Stoyanov ()
Additional contact information
Gwo Dong Lin: Academia Sinica
Jordan Stoyanov: Newcastle University

Journal of Theoretical Probability, 2015, vol. 28, issue 4, 1337-1353

Abstract: Abstract We find conditions which guarantee moment (in)determinacy of powers and products of nonnegative random variables. We establish new and general results which are based either on the rate of growth of the moments of a random variable or on conditions about the distribution itself. For the class of generalized gamma random variables, we show that the power and the product of such variables share the same moment determinacy property. A similar statement holds for half-logistic random variables. Besides answering new questions in this area, we either extend some previously known results or provide new and transparent proofs of existing results.

Keywords: Stieltjes moment problem; Powers; Products; Hardy’s condition; Generalized gamma distribution; Half-logistic distribution; 60E05; 44A60 (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-014-0546-z Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:28:y:2015:i:4:d:10.1007_s10959-014-0546-z

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-014-0546-z

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().