Remarkable asymmetric random walks

Author:
L. Mattner

Journal:
Proc. Amer. Math. Soc. **127** (1999), 1847-1854

MSC (1991):
Primary 60J15, 60E10, 62E10, 62G05

DOI:
https://doi.org/10.1090/S0002-9939-99-04753-X

Published electronically:
February 17, 1999

MathSciNet review:
1487326

Full-text PDF

Abstract | References | Similar Articles | Additional Information

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.

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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:
https://doi.org/10.1090/S0002-9939-99-04753-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