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Principle Seminar of the Department of Probability Theory, Moscow State University
October 11, 2017 16:45, Moscow, MSU, auditorium 12-24
 


Multidimensional Distributions: The Moment Problem.

Jordan Stoyanovab

a Bulgarian Academy of Sciences
b Newcastle University, UK

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Abstract: We consider multidimensional distributions with finite all moments. For any of such distributions, either it is determined uniquely by its moments (M-determinate) or it is not (M-indeterminate). We shall analyze conditions (Cramer, Carleman, Krein, Lin, Hardy) under which these properties take place. We show the important role of marginal (one-dimensional) distributions properties play in this problem. As well, we shall formulate some open problems/questions.

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