A new proof that the product of three or more exponential random variables is moment-indeterminate

dc.authorscopusid35610828900
dc.authorscopusid6601905659
dc.authorwosidOstrovska, Sofiya/AAA-2156-2020
dc.contributor.authorOstrovska, Sofiya
dc.contributor.authorStoyanov, Jordan
dc.contributor.otherMathematics
dc.date.accessioned2024-07-05T15:11:41Z
dc.date.available2024-07-05T15:11:41Z
dc.date.issued2010
dc.departmentAtılım Universityen_US
dc.department-temp[Stoyanov, Jordan] Newcastle Univ, Sch Math & Stat, Newcastle Upon Tyne NE1 7RU, Tyne & Wear, England; [Ostrovska, Sofiya] Atilim Univ, Dept Math, TR-06836 Ankara, Turkeyen_US
dc.description.abstractWe present a direct, short and transparent proof of the following result: The product X-1 ... X-n of independent exponential random variables X-1,...,X-n is moment-indeterminate if and only if n >= 3. This and other complex analytic results concerning Stieltjes moment sequences and properties of the corresponding distributions appeared recently in Berg (2005). (C) 2010 Elsevier B.V. All rights reserved.en_US
dc.identifier.citation2
dc.identifier.doi10.1016/j.spl.2010.01.012
dc.identifier.endpage796en_US
dc.identifier.issn0167-7152
dc.identifier.issn1879-2103
dc.identifier.issue9-10en_US
dc.identifier.scopus2-s2.0-77949876102
dc.identifier.startpage792en_US
dc.identifier.urihttps://doi.org/10.1016/j.spl.2010.01.012
dc.identifier.urihttps://hdl.handle.net/20.500.14411/1468
dc.identifier.volume80en_US
dc.identifier.wosWOS:000277353300008
dc.identifier.wosqualityQ4
dc.language.isoenen_US
dc.publisherElsevier Science Bven_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectProduct of exponential random variablesen_US
dc.subjectStieltjes problem of momentsen_US
dc.subjectM-determinate distributionen_US
dc.subjectM-indeterminate distributionen_US
dc.titleA new proof that the product of three or more exponential random variables is moment-indeterminateen_US
dc.typeArticleen_US
dspace.entity.typePublication
relation.isAuthorOfPublicationaf5756ab-54dd-454a-ac68-0babf2e35b43
relation.isAuthorOfPublication.latestForDiscoveryaf5756ab-54dd-454a-ac68-0babf2e35b43
relation.isOrgUnitOfPublication31ddeb89-24da-4427-917a-250e710b969c
relation.isOrgUnitOfPublication.latestForDiscovery31ddeb89-24da-4427-917a-250e710b969c

Files

Collections