Accession Number : ADA186018

Title :   Explicit Solutions of Moment Problems 1.

Descriptive Note : Technical rept. Sep 86-Aug 87,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Kuznezova-Sholpo, Irina ; Rachev, Svetlozar T

PDF Url : ADA186018

Report Date : Jul 1987

Pagination or Media Count : 29

Abstract : In probability theory the following two measure theoretic problems are well known: 1) Marginal problem: for fixed probability measurers (laws) P Sub 1 and P Sub 2 on a measureable space U and a measurable function c on the product space U Squared = U x U: and 2) Moment problem: for fixed real numbers a sub ij and real-valued continuous functions f sub ij (i = 1,2, j = l,...,n). This paper is devoted to the explicit solutions of some moment problems on separable metric space U with metric d.

Descriptors :   *MOMENTS, STOCHASTIC PROCESSES, PROBLEM SOLVING, RANDOM VARIABLES, MEASUREMENT, PROBABILITY, REAL NUMBERS, THEORY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE