Growth Rates of Moment Sequences.
Abstract
General properties of growth rates of moment sequences of nonnegative random variables are presented. Then asymptotic results on moment sequences are derived for two classes of distribution functions. Explicitly, let a monotone be increasing twice differentiable regularly varying function at infinity. A second class of distribution functions is defined. Finally, several examples are given to illustrate the possible different asymptotic growth rates of moments.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 30, 1980
- Accession Number
- ADA089529
Entities
People
- William L. Harkness
Organizations
- Stanford University