The Hausdorff Moment Problem under Finite Additivity

被引：0

作者：

Enrique Miranda

Gert de Cooman

Erik Quaeghebeur

机构：

[1] Rey Juan Carlos University,Deptartment of Statistics and Operations Research

[2] Ghent University,undefined

[3] Systems Research Group,undefined

来源：

Journal of Theoretical Probability | 2007年 / 20卷

关键词：

Hausdorff moment problem; coherent lower prevision; lower distribution function; complete monotonicity;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

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.

引用

页码：663 / 693

页数：30

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