Krein condition in probabilistic moment problems

By Jordan Stoyanov. 2000

113 citations recorded by the source corpus.

Subfields: Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/278e2fa2c4fd95cb80884f23711da45b30e022d2

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In Mathematical Physics

In Statistics and Probability

Citations in the corpus

The Moment Problem (2002, background): “Motivated by a remark in Stoyanov [15] we find criteria for when and how this happens in Section 7.”
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination (2021, background): “We leave further discussion to future work, but note that moment calibration does not imply probabilistic nor marginal calibration, as follows easily from classical results on the moment problem (e.g., Stoyanov, 2000).”
Stieltjes classes for moment-indeterminate probability distributions (2004, background): “…including the problem of moments, was studied intensively by many researchers; see, for example, the works of Pakes and Khattree (1992), Pakes (1996), (2001), Berg (1995), (1998), Stoyanov (2000), (2002), Gut (2002), Bondesson (2002) and Bertoin et al. (2003), as well as the references therein.”
Exponential functionals of Levy processes (2005, unknown): “We refer to [62, 64] and the references therein for more about indeterminacy for the moment problem.”
Hausdorff moment problem: Reconstruction of distributions (2008, background): “There are many articles investigating the conditions (for example, Carleman’s and Krein’s conditions), under which the distributions are M-determinate or M-indeterminate, see, Akhiezer (1965), Feller (1971), Lin (1997), and Stoyanov (2000) among others.”
The Logarithmic Skew-Normal Distributions are Moment-Indeterminate (2009, background): “Results from Stoyanov (2004) and Stoyanov and Tolmatz (2005) can easily be adapted to LSN distributions.”
PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (2006, unknown): “Determining whether a given distribution is moment-determinate has been an important and long-standing problem in probability theory, and is still an area of active research (e.g., see Feller 1965; for recent developments, see Stoyanov 2000, 2002, and the references therein).”
Hausdorff moment problem: Reconstruction of probability density functions (2008, background): “There are many articles investigating the conditions (for example, Carleman’s and Krein’s conditions) under which the distributions are M-determinate or M-indeterminate, see Akhiezer (1965), Lin (1992, 1997), and Stoyanov (2000) among others.”