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On Powers of Stieltjes Moment Sequences,I
Authors:Email author" target="_blank">Christian?BergEmail author
Institution:(1) Department of Mathematics, University of Copenhagen, Universitetsparken 5, DK-2100, Denmark
Abstract:For a Bernstein function f the sequence sn=f(1)·...· f(n) is a Stieltjes moment sequence with the property that all powers snc,c>0 are again Stieltjes moment sequences. We prove that $$s_n^c$$ is Stieltjes determinate for c≤ 2, but it can be indeterminate for c>2 as is shown by the moment sequence $$(n!)^c$$ , corresponding to the Bernstein function f(s)=s. Nevertheless there always exists a unique product convolution semigroup $$(\rho_c)_{c<0}$$ such that ρc has moments $$s_n^c$$ . We apply the indeterminacy of $$(n!)^c$$ for c>2 to prove that the distribution of the product of p independent identically distributed normal random variables is indeterminate if and only if p≥ 3
Keywords:Moment sequence  infinitely divisible distribution
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