Explicit Solutions of Moment Problems 1.
Abstract
In probability theory the following two measure theoretic problems are well known: 1) Marginal problem: for fixed probability measurers (laws) P Sub 1 and P Sub 2 on a measureable space U and a measurable function c on the product space U Squared = U x U: and 2) Moment problem: for fixed real numbers a sub ij and real-valued continuous functions f sub ij (i = 1,2, j = l,...,n). This paper is devoted to the explicit solutions of some moment problems on separable metric space U with metric d.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1987
- Accession Number
- ADA186018
Entities
People
- Irina Kuznezova-sholpo
- Svetlozar T. Rachev
Organizations
- University of North Carolina at Chapel Hill