A characterization of probability distributions by moments of sums of independent random variables

Michael Braverman

doi:10.1007/BF02213367

A characterization of probability distributions by moments of sums of independent random variables

Michael Braverman

Research output: Contribution to journal › Article › peer-review

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Abstract

In this paper we investigate the conditions under which the distribution of i.i.d. random variables {X_k}_k=1^∞ is determined by the sequence of moments a_n=E|∑_k=1ⁿX_k|^p (n=1, 2,...), where positive p is fixed.

Original language	English
Pages (from-to)	187-198
Number of pages	12
Journal	Journal of Theoretical Probability
Volume	7
Issue number	1
DOIs	https://doi.org/10.1007/BF02213367
State	Published - 1 Jan 1994
Externally published	Yes

Keywords

Distribution
moment
random variable

ASJC Scopus subject areas

Statistics and Probability
General Mathematics
Statistics, Probability and Uncertainty

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10.1007/BF02213367

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AB - In this paper we investigate the conditions under which the distribution of i.i.d. random variables {Xk}k=1∞ is determined by the sequence of moments an=E|∑k=1nXk|p (n=1, 2,...), where positive p is fixed.

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KW - random variable

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A characterization of probability distributions by moments of sums of independent random variables

Abstract

Keywords

ASJC Scopus subject areas

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