
The Hausdorff moment problem under finite additivity
- Author
- Enrique Miranda, Gert de Cooman (UGent) and Erik Quaeghebeur (UGent)
- Organization
- Abstract
- We investigate to what extent finitely additive probability measures on the unit interval are determined by their moment sequence. We do this by studying the lower envelope of all finitely additive probability measures with a given moment sequence. Our investigation leads to several elegant expressions for this lower envelope, and it allows us to conclude that the information provided by the moments is equivalent to the one given by the associated lower and upper distribution functions.
- Keywords
- coherent lower prevision, Hausdorff moment problem, lower distribution function, complete monotonicity
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Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-376551
- MLA
- Miranda, Enrique, et al. “The Hausdorff Moment Problem under Finite Additivity.” Journal of Theoretical Probability, vol. 20, no. 3, SPRINGER/PLENUM PUBLISHERS, 2007, pp. 663–93, doi:10.1007/s10959-007-0055-4.
- APA
- Miranda, E., de Cooman, G., & Quaeghebeur, E. (2007). The Hausdorff moment problem under finite additivity. Journal of Theoretical Probability, 20(3), 663–693. https://doi.org/10.1007/s10959-007-0055-4
- Chicago author-date
- Miranda, Enrique, Gert de Cooman, and Erik Quaeghebeur. 2007. “The Hausdorff Moment Problem under Finite Additivity.” Journal of Theoretical Probability 20 (3): 663–93. https://doi.org/10.1007/s10959-007-0055-4.
- Chicago author-date (all authors)
- Miranda, Enrique, Gert de Cooman, and Erik Quaeghebeur. 2007. “The Hausdorff Moment Problem under Finite Additivity.” Journal of Theoretical Probability 20 (3): 663–693. doi:10.1007/s10959-007-0055-4.
- Vancouver
- 1.Miranda E, de Cooman G, Quaeghebeur E. The Hausdorff moment problem under finite additivity. Journal of Theoretical Probability. 2007;20(3):663–93.
- IEEE
- [1]E. Miranda, G. de Cooman, and E. Quaeghebeur, “The Hausdorff moment problem under finite additivity,” Journal of Theoretical Probability, vol. 20, no. 3, pp. 663–693, 2007.
@article{376551, abstract = {{We investigate to what extent finitely additive probability measures on the unit interval are determined by their moment sequence. We do this by studying the lower envelope of all finitely additive probability measures with a given moment sequence. Our investigation leads to several elegant expressions for this lower envelope, and it allows us to conclude that the information provided by the moments is equivalent to the one given by the associated lower and upper distribution functions.}}, author = {{Miranda, Enrique and de Cooman, Gert and Quaeghebeur, Erik}}, issn = {{0894-9840}}, journal = {{Journal of Theoretical Probability}}, keywords = {{coherent lower prevision,Hausdorff moment problem,lower distribution function,complete monotonicity}}, language = {{eng}}, number = {{3}}, pages = {{663--693}}, publisher = {{SPRINGER/PLENUM PUBLISHERS}}, title = {{The Hausdorff moment problem under finite additivity}}, url = {{http://doi.org/10.1007/s10959-007-0055-4}}, volume = {{20}}, year = {{2007}}, }
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