Integral transforms, operational calculus Moment problems Concept
Determinate moment problem
Summary
A moment problem is determinate when exactly one measure has the given moments. Then the moments determine the measure, and in probability the moments determine the law of a random variable. This justifies the method of moments in limit theorems. If the moments of a sequence of laws converge to those of a determinate law, the laws converge to it. Determinacy holds on bounded sets, and on unbounded sets under growth conditions such as Carleman's condition.
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| Tag | H0GY2J14CA |
|---|---|
| URI | m2://H0GY2J14CA |
| Kind | concept |
| Writing | W0 stub |
| MSC | 44A60 |
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