RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PERSONAL OFFICE
Forthcoming seminars
Seminar calendar
List of seminars
Archive by years
Register a seminar

Search
RSS
Forthcoming seminars





You may need the following programs to see the files








June 28, 2018 14:00–15:00  


Probability Distributions: Moment Analysis

J. Stoyanov

University of Newcastle
Materials:
Adobe PDF 265.9 Kb

Number of views:
This page:45
Materials:10

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.

Materials: abstract.pdf (265.9 Kb)

Language: English

SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru
 
Contact us:
 Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2018