The Markov moment problem and de Finetti's theorem: Part II

被引：9

作者：

Diaconis, P ^{[1
]}

Freedman, D

机构：

[1] Stanford Univ, Dept Math & Stat, Stanford, CA 94305 USA

[2] Univ Calif Berkeley, Dept Math & Stat, Berkeley, CA 94720 USA

来源：

MATHEMATISCHE ZEITSCHRIFT | 2004年 / 247卷 / 01期

关键词：

General Setting; Inversion Formula; Moment Problem; Abstract Version; Bounded Density;

D O I：

10.1007/s00209-003-0636-6

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper gives an abstract version of de Finetti's theorem that characterizes mixing measures with L-p densities. The general setting is reviewed; after the theorem is proved, it is specialized to coin tossing and to exponential random variables. Laplace transforms of bounded densities are characterized, and inversion formulas are discussed.

引用

页码：201 / 212

页数：12

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