Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS

   
Mobile Device Pairing
Green Open Access
Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

 

Remarkable asymmetric random walks


Author: L. Mattner
Journal: Proc. Amer. Math. Soc. 127 (1999), 1847-1854
MSC (1991): Primary 60J15, 60E10, 62E10, 62G05
Published electronically: February 17, 1999
MathSciNet review: 1487326
Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

Abstract: There exists an asymmetric probability measure $P$ on the real line with $P^{\ast n} (]0,\infty[) + (1/2) P^{\ast n} ({\left\{ 0 \right\}}) = 1/2$ for every $n \in \mathbf{N}$. $P$ can be chosen absolutely continuous and $P$ can be chosen to be concentrated on the integers. In both cases, $P$ can be chosen to have moments of every order, but $P$ cannot be determined by its moments.


References [Enhancements On Off] (What's this?)


Similar Articles

Retrieve articles in Proceedings of the American Mathematical Society with MSC (1991): 60J15, 60E10, 62E10, 62G05

Retrieve articles in all journals with MSC (1991): 60J15, 60E10, 62E10, 62G05


Additional Information

L. Mattner
Affiliation: Universität Hamburg, Institut für Mathematische Stochastik, Bundesstr. 55, D–20146 Hamburg, Germany
Email: mattner@math.uni-hamburg.de

DOI: http://dx.doi.org/10.1090/S0002-9939-99-04753-X
PII: S 0002-9939(99)04753-X
Keywords: Characteristic function, characterization of symmetry, Edgeworth expansion, Gurland inversion, median unbiased estimator.
Received by editor(s): May 5, 1997
Received by editor(s) in revised form: September 22, 1997
Published electronically: February 17, 1999
Communicated by: Stanley Sawyer
Article copyright: © Copyright 1999 American Mathematical Society