Coin tossing and Laplace inversion
type: Item
instance of: scholarly article
title: Coin tossing and Laplace inversion
zbMATH Open document ID: 0976.60029
DOI: 10.1007/BF02878686
author: J. C. Gupta
published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences
publication date: 2001-12-10T00:00:00Z
review text: The paper deals with a general inversion formula for Laplace transformation for probability measures concentrated on \([0,+\infty]\) and with a solution of a moment problem for probability measures concentrated on \([0,1]\). These tasks are transformed to a strong law of large numbers for exchangeable sequences of alternative random variables. Results due to Feller, Hausdorff, Widder are shown as particular cases of the general formula. The problems are solved in two dimensions, as well. The essential idea of the paper can be straightforwardly extended to the multidimensional case, as the author observes in the text.
Mathematics Subject Classification ID: 60E10
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G09
zbMATH DE Number: 1525094
zbMATH Keywords: Laplace inversion
zbMATH Keywords: moment problem
zbMATH Keywords: exchangeable probabilities
reviewed by: Petr Lachout
MaRDI profile type: Publication
cites work: Q5560061
cites work: Completely monotone functions and sequences
cites work: On the Momentum Problem for Distribution Functions in More than One Dimension
cites work: On the Momentum Problem for Distribution Functions in More Than One Dimension. II
cites work: On linear functional operations and the moment problem for a finite interval in one or several dimensions
cites work: Q5512462
cites work: The Inversion of the Laplace Integral and the Related Moment Problem
full work available at URL: https://doi.org/10.1007/bf02878686
OpenAlex ID: W2041050097
description: scientific article; zbMATH DE number 1525094