Probability Seminar——Probability Distributions: Moment Analysis
主 题: Probability Seminar——Probability Distributions: Moment Analysis
报告人: Professor Jordan Stoyanov (Newcastle University, UK; Visiting Shandong University, Jinan)
时 间: 2018-05-28 14:00-15:00
地 点: Room 1418, Sciences Building No. 1
Abstract: We deal with random variables and their distributions, discrete or continuous, assuming their all moments are finite. Such a distribution is either uniquely determined by its moments (M-determinate), or it is non-unique (M-indeterminate). We focus on recent developments and give checkable conditions allowing to decide if a distribution is M-determinate or M-indeterminate. We analyze nonlinear Box-Cox transformations of random data and their M-determinacy. New results will be reported to cover distributions of random variables, vectors and the solutions of SDEs. The M-determinacy is important for both theory and applications in other areas, including Financial Mathematics.
