A New Proof That the Product of Three or More Exponential Random Variables Is Moment-Indeterminate
| dc.contributor.author | Ostrovska, Sofiya | |
| dc.contributor.author | Stoyanov, Jordan | |
| dc.contributor.other | Mathematics | |
| dc.contributor.other | 02. School of Arts and Sciences | |
| dc.contributor.other | 01. Atılım University | |
| dc.date.accessioned | 2024-07-05T15:11:41Z | |
| dc.date.available | 2024-07-05T15:11:41Z | |
| dc.date.issued | 2010 | |
| dc.description.abstract | We 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.doi | 10.1016/j.spl.2010.01.012 | |
| dc.identifier.issn | 0167-7152 | |
| dc.identifier.issn | 1879-2103 | |
| dc.identifier.scopus | 2-s2.0-77949876102 | |
| dc.identifier.uri | https://doi.org/10.1016/j.spl.2010.01.012 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14411/1468 | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier Science Bv | en_US |
| dc.relation.ispartof | Statistics & Probability Letters | |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Product of exponential random variables | en_US |
| dc.subject | Stieltjes problem of moments | en_US |
| dc.subject | M-determinate distribution | en_US |
| dc.subject | M-indeterminate distribution | en_US |
| dc.title | A New Proof That the Product of Three or More Exponential Random Variables Is Moment-Indeterminate | en_US |
| dc.type | Article | en_US |
| dspace.entity.type | Publication | |
| gdc.author.institutional | Ostrovska, Sofiya | |
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| gdc.author.wosid | Ostrovska, Sofiya/AAA-2156-2020 | |
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| gdc.description.department | Atılım University | en_US |
| gdc.description.departmenttemp | [Stoyanov, Jordan] Newcastle Univ, Sch Math & Stat, Newcastle Upon Tyne NE1 7RU, Tyne & Wear, England; [Ostrovska, Sofiya] Atilim Univ, Dept Math, TR-06836 Ankara, Turkey | en_US |
| gdc.description.endpage | 796 | en_US |
| gdc.description.issue | 9-10 | en_US |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| gdc.description.startpage | 792 | en_US |
| gdc.description.volume | 80 | en_US |
| gdc.description.wosquality | Q4 | |
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