Positive-part moments via the Fourier-Laplace transform
نویسنده
چکیده
Abstract: Integral expressions for positive-part moments E Xp + (p > 0) of random variables X are presented, in terms of the Fourier-Laplace or Fourier transforms of the distribution of X. A necessary and sufficient condition for the validity of such an expression is given. This study was motivated by extremal problems in probability and statistics, where one needs to evaluate such positive-part moments.
منابع مشابه
Numerical inversion of Laplace transform via wavelet in ordinary differential equations
This paper presents a rational Haar wavelet operational method for solving the inverse Laplace transform problem and improves inherent errors from irrational Haar wavelet. The approach is thus straightforward, rather simple and suitable for computer programming. We define that $P$ is the operational matrix for integration of the orthogonal Haar wavelet. Simultaneously, simplify the formulaes of...
متن کاملSome Applications of Laplace Transforms in Analytic Number Theory
Integral transforms play an important rôle in Analytic number theory, the part of Number theory where problems of a number-theoretic nature are solved by the use of various methods from Analysis. The most common integral transforms that are used are: Mellin transforms (Robert Hjalmar Mellin, 18541933), Laplace transforms (Pierre-Simon, marquis de Laplace, 1749-1827) and Fourier transforms (Jose...
متن کاملSampling Theorems for Fractional Laplace Transform of Functions of Compact Support
Linear canonical transform is an integral transform with four parameters and has been proved to be powerful tool for optics, radar system analysis, filter design etc. Fractional Fourier transform and Fresnel transform can be seen as a special case of linear canonical transform with real parameters. Further generalization of linear canonical transform with complex parameters is also developed an...
متن کاملA note on recovering the distributions from exponential moments
The problem of recovering a cumulative distribution function of a positive random variable via the scaled Laplace transform inversion is studied. The uniform upper bound of proposed approximation is derived. The approximation of a compound Poisson distribution as well as the estimation of a distribution function of the summands given the sample from a compound Poisson distribution are investiga...
متن کاملInitial Value Problems for Fourth-Order Fuzzy Differential Equations by Fuzzy Laplace Transform
This paper is on the solutions of fuzzy initial value problems for fourth-order fuzzy differential equations with positive and negative fuzzy coefficients by fuzzy Laplace transform. Examples are solved. Conclusions are given.
متن کامل