A transformation from Hausdorff to Stieltjes moment sequences

DOI10.1007/BF02385478zbMath1057.44002MaRDI QIDQ1880452

Antonio J. Duran, Christian Berg

Publication date: 28 September 2004

Published in: Arkiv för Matematik (Search for Journal in Brave)

zbMATH Keywords

Lévy processes\(q\)-seriestransformationmathematical financenormalized Hausdorff moment sequencesnormalized Stieltjes moment sequences

Mathematics Subject Classification ID

Moment problems (44A60)

Related Items

On powers of Stieltjes moment sequences. II ⋮ Spectral expansions of non-self-adjoint generalized Laguerre semigroups ⋮ Bernstein-gamma functions and exponential functionals of Lévy processes ⋮ On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator ⋮ Generating functions via integral transforms ⋮ On powers of the Catalan number sequence ⋮ Non‐classical Tauberian and Abelian type criteria for the moment problem ⋮ Solution of the Karlin problem for zero-diminishing sequences satisfying a Carleman condition ⋮ Stieltjes moment sequences for pattern-avoiding permutations ⋮ A refined factorization of the exponential law ⋮ Unnamed Item ⋮ The log-Lévy moment problem via Berg–Urbanik semigroups ⋮ Additional aspects of the non-conservative Kolmogorov-Filippov fragmentation model ⋮ Volterra invariant subspaces of \(H^p\) ⋮ Iteration of the rational function \(z-1/z\) and a Hausdorff moment sequence ⋮ Maps preserving moment sequences ⋮ On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity ⋮ Representations of hypergeometric functions for arbitrary parameter values and their use ⋮ Asymptotic laws for regenerative compositions: gamma subordinators and the like ⋮ On powers of Stieltjes moment sequences, I

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Indeterminate symmetric moment problems
• Rotation invariant moment problems
• Multi-self-similar Markov processes on \(\mathbb R_+^n\) and their Lamperti representations
• On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
• On subordinators, self-similar Markov processes and some factorizations of the exponential variable
• The moment problem associated with the Stieltjes-Wigert polynomials
• The Nevanlinna parametrization for some indeterminate Stieltjes moment problems associated with birth and death processes
• On powers of Stieltjes moment sequences, I
• Functionals on transient stochastic processes with independent increments
• Correction to a paper by A. G. Pakes
• Semi-stable Markov processes. I