A probabilistic method in Hausdorff moment problem and Laplace-Stieltjes transform.
نویسندگان
چکیده
منابع مشابه
A transformation from Hausdorff to Stieltjes moment sequences
We introduce a non-linear injective transformation T from the set of non-vanishing normalized Hausdorff moment sequences to the set of normalized Stieltjes moment sequences by the formula T [(an)]n = 1/(a1 · . . . · an). Special cases of this transformation have appeared in various papers on exponential functionals of Lévy processes, partly motivated by mathematical finance. We give several exa...
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ژورنال
عنوان ژورنال: Journal of the Mathematical Society of Japan
سال: 1960
ISSN: 0025-5645
DOI: 10.2969/jmsj/01220192