{ "id": "1912.00160", "version": "v1", "published": "2019-11-30T08:48:27.000Z", "updated": "2019-11-30T08:48:27.000Z", "title": "On conditions under which a probability distribution is uniquely determined by its moments", "authors": [ "Elena B. Yarovaya", "Jordan M. Stoyanov", "Konstantin K. Kostyashin" ], "categories": [ "math.PR" ], "abstract": "We study the relationship between the well-known Carleman's condition guaranteeing that a probability distribution is uniquely determined by its moments, and a recent easily checkable condition on the rate of growth of the moments. We use asymptotic methods in theory of integrals and involve properties of the Lambert $W$-function to show that the quadratic rate of growth of the ratios of consecutive moments, as a sufficient condition for uniqueness, is more restrictive than Carleman's condition. We derive a series of statements, one of them showing that Carleman's condition does not imply Hardy's condition, although the inverse implication is true. Related topics are also discussed.", "revisions": [ { "version": "v1", "updated": "2019-11-30T08:48:27.000Z" } ], "analyses": { "keywords": [ "probability distribution", "well-known carlemans condition guaranteeing", "asymptotic methods", "inverse implication", "quadratic rate" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }