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Remarkable asymmetric random walks
Author(s):
L.
Mattner
Journal:
Proc. Amer. Math. Soc.
127
(1999),
1847-1854.
MSC (1991):
Primary 60J15, 60E10, 62E10, 62G05
Posted:
February 17, 1999
MathSciNet review:
1487326
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Abstract:
There exists an asymmetric probability measure on the real line with for every . can be chosen absolutely continuous and can be chosen to be concentrated on the integers. In both cases, can be chosen to have moments of every order, but cannot be determined by its moments.
References:
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- 7.
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- 8.
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- 12.
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Additional Information:
L.
Mattner
Affiliation:
Universität Hamburg, Institut für Mathematische Stochastik, Bundesstr. 55, D--20146 Hamburg, Germany
Email:
mattner@math.uni-hamburg.de
DOI:
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
Posted:
February 17, 1999
Communicated by:
Stanley Sawyer
Copyright of article:
Copyright
1999,
American Mathematical Society
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