Moment Determinacy Versus <i>q</i>-moment Determinacy of Probability Distributions

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Date

2021

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Springer Basel Ag

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Mathematics
(2000)
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Abstract

Since the classical moment problem is an important issue deeply connected to various mathematical disciplines, its q-analogue based on the notion of q-moments has emerged in the study of q-distributions. For a wide class of probability distributions, both of these problems can be considered. The aim of this work is to establish a connection between the two moment problems. In this paper, the class A of probability distributions possessing finite moments of all orders and support on (0, infinity) is examined. For each q is an element of(0,1), a distribution P is an element of A can be characterized with respect to moment-determinacy as well as q-moment determinacy. It is proved that the properties of P regarding these characterizations may differ, and that the q-moment determinacy of P may depend on the value of q.

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Ostrovska, Sofiya/0000-0003-1842-7953

Keywords

q-density, q-moment, Moment problem, Carleman's condition, q-moment (in)determinacy

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Volume

76

Issue

2

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