Abstract
We solve the moment problem for convex distribution functions on [0, 1] in terms of completely alternating sequences. This complements a recent solution of this problem by Diaconis and Freedman, and relates this work to the Lévy-Khintchine formula for the Laplace transform of a subordinator, and to regenerative composition structures.
Information
Published: 1 January 2008
First available in Project Euclid: 7 April 2008
zbMATH: 1176.60027
MathSciNet: MR2459948
Digital Object Identifier: 10.1214/193940307000000374
Subjects:
Primary:
44A60
,
60G09
Secondary:
62E10
Keywords:
convex distributions
,
Moment problem
,
subordinator
Rights: Copyright © 2008, Institute of Mathematical Statistics
