Kummer Tipi Olasılık Dağılımları için Stieltjes Sınıfları
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Date
2018
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Abstract
Bir olasılık dağılımının momentleri yardımıyla tek olarak elde edilip edilemeyeciğini konu alan moment problemi Olasılık Teorisinin klasik problemlerinden biridir. Bu problem ilk olarak XIX. yüzyılda ele alınmış ve günümüzde de matematik ve uygulama alanlarındaki araştırmacılar tarafından yoğun bir şekilde çalışılmaktadır. Son yıllarda aynı moment dizisine sahip farklı olasılık dağılımları ailelerini bulmak popülarite kazanmış ve bu alanda çok sayıda makale yayımlanmıştır. Bu ailelerin özel sınıfı olan Stieljes sınıfı yoğun bir çalışma alanıdır. Bu tezde dönüşüm metodları konusunda arka plan bilgisinden sonra, moment problemi hakkında hem klasik hem de güncel sonuçlar sunulmuştur. İnceleme şunları içermektedir: moment probleminin genel açıklaması, moment belirlilik/belirsizlik durumları için kontrol edilebilir kriterler listesi ve olasılık yoğunlukları için bazı Stieltjes sınıfları oluşturma yöntemleri. Bütün kavramlar ve sonuçlar örneklerle gösterilmiştir. Ayrıca, son zamanlarda tanıtılan kuvvet Lindley dağılımı çalışılmış ve kuvvet Lindley yoğunluğu için yeni Stieltjes sınıfları oluşturulmuştur.
The moment problem is one of the classical directions in Probability Theory, which studies whether or not a probability distribution is uniquely determined by its moments. The problem originated in XIX century and is still drawing attention of researches both in mathematics and applied disciplines. During the last decades, the subject of finding families of different probability distributions with the same moment sequences has gained a popularity and a large number of papers in this area has been published. Special classes of such families, called the Stieltjes classes, have become an area of intensive research. In this thesis, after background information on the transform methods, a review of both classical and present-day results on the moment problems is presented. The review includes a general description of the moment problem, a list of checkable criteria for the moment (in)determinacy, and some methods to construct Stieltjes classes for probability densities. All notions and results are illustrated by examples. In addition, recently introduced power Lindley distribution has been studied and new Stieltjes classes for the power Lindley density has been constructed.
The moment problem is one of the classical directions in Probability Theory, which studies whether or not a probability distribution is uniquely determined by its moments. The problem originated in XIX century and is still drawing attention of researches both in mathematics and applied disciplines. During the last decades, the subject of finding families of different probability distributions with the same moment sequences has gained a popularity and a large number of papers in this area has been published. Special classes of such families, called the Stieltjes classes, have become an area of intensive research. In this thesis, after background information on the transform methods, a review of both classical and present-day results on the moment problems is presented. The review includes a general description of the moment problem, a list of checkable criteria for the moment (in)determinacy, and some methods to construct Stieltjes classes for probability densities. All notions and results are illustrated by examples. In addition, recently introduced power Lindley distribution has been studied and new Stieltjes classes for the power Lindley density has been constructed.
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Matematik, Mathematics
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