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Recent results on the moment determinacy of probability distributions

Jordan Stoyanov

University of Newcastle

Abstract: We start with two recent probabilistic problems. Then we turn to the main objects of our discussion: heavy tailed probability distributions, onedimensional or multidimensional, with finite all moments. Either such a distribution is uniquely determined by its moments (M-determinate), or it is nonunique (M-indeterminate). Our goal is to describe the current state of art in this area. Some open questions will be outlined. The talk is based on the recent author's works.


© Steklov Math. Inst. of RAS, 2024