On Powers of Stieltjes Moment Sequences,I |
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Authors: | Email author" target="_blank">Christian?BergEmail author |
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Institution: | (1) Department of Mathematics, University of Copenhagen, Universitetsparken 5, DK-2100, Denmark |
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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
is Stieltjes determinate for c≤ 2, but it can be indeterminate for c>2 as is shown by the moment sequence
, corresponding to the Bernstein function f(s)=s. Nevertheless there always exists a unique product convolution semigroup
such that ρc has moments
. We apply the indeterminacy of
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 |
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Keywords: | Moment sequence infinitely divisible distribution |
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