A transformation from Hausdorff to Stieltjes moment sequences

被引：27

作者：

Berg, C

Durán, AJ

机构：

[1] Univ Copenhagen, Dept Math, DK-2100 Copenhagen, Denmark

[2] Univ Sevilla, Dept Anal Matemat, ES-41080 Seville, Spain

来源：

ARKIV FOR MATEMATIK | 2004年 / 42卷 / 02期

关键词：

D O I：

10.1007/BF02385478

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We introduce a non-linear injective transformation Tau from the set of non-vanishing normalized Hausdorff moment sequences to the set of normalized Stieltjes moment sequences by the formula Tau[(a(n))(infinity)(n=1)](n)=1/a(1)... a(n). Special cases of this transformation have appeared in various papers on exponential functionals of Levy processes, partly motivated by mathematical finance. We give several examples of moment sequences arising from the transformation and provide the corresponding measures, some of which are related to q-series.

引用

页码：239 / 257

页数：19

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