Results 221 to 230 of about 123,643 (248)

The Markov moment problem and de Finetti?s theorem: Part I

Mathematische Zeitschrift, 2004
[For part I of this paper see the preceding review, Zbl 1066.60004.] This work gives an abstract version of de Finetti's theorem that characterizes mixing measures with \(L_p\) densities in the general setting described by the authors [in: J. K. Gosh, J. Roy (eds.), Proc. Indian Stat. Assoc. Golden Jubilee: Applications and New Directions. Indian Stat.
Diaconis, Persi, Freedman, David
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Transition probabilities for continual young diagrams and the Markov moment problem

Functional Analysis and Its Applications, 1993
Young diagrams label irreducible representations of symmetric and unitary groups. Also, this is a fundamental concept in combinatorics and symmetric function theory. There are lots of beautiful formulas and algorithms related to Young diagrams and tableaux.
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Markov power min-moment problem with periodic gaps

Journal of Mathematical Sciences, 1996
Let \(g_1(t),\dots,g_n(t)\) be continuous functions in the interval \([a,b]\). Given \(s=(s_1,\dots,s_n)\in\mathbb{R}^n\), the moment problem is that of finding a measurable function \(f(t)\) in \([a,a+\theta]\subseteq[a,b]\) such that \[ \int^{a+\theta}_a g_k(t)f(t)dt= s_k,\quad k=1,\dots,n,\quad |f(t)|\leq L.
Korobov, V. I., Skylar, G. M.
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Markov Moment Problem and Related Approximation

Open Journal of Mathematical Modeling, 2013
The present review article contains recently published results on Markov moment problem and related approximation. The main idea is to apply theorems concerning solutions of the abstract moment problem and approximation theory to the classical moment problem on unbounded subsets of R n . We approximate some nonnegative functions of several variables by
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Approximation and Markov moment problem on concrete spaces

Rendiconti del Circolo Matematico di Palermo (1952 -), 2014
The paper starts by recalling some polynomial approximation results proved by the author himself in earlier work, some of them in a improved form. He is interested to apply such results to characterize the existence of the solutions of some multidimensional vector valued moment problems, in particular to Markov moment problems.
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Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model

North American Actuarial Journal, 2007
Abstract In this paper we derive some results on the dividend payments prior to ruin in a Markovmodulated risk process in which the rate for the Poisson claim arrival process and the distribution of the claim sizes vary in time depending on the state of an underlying (external) Markov jump process {J(t); t ≥ 0}.
Shuanming Li, Yi Lu
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Markov's Moment Problem and the Range of Option Prices

SSRN Electronic Journal, 2012
A fundamental problem arising in Mathematical Finance is to construct arbitrage-free probability models from quoted prices of a finite number of futures and european-type derivatives, as has been achieved in (Davis and Hobson, 2007). This is not a parameter callibration procedure.
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On a Special Caratheodory Subclass and the Set of Solvability of the Markov Trigonometric Moment Problem with Periodic Gaps

Mathematische Nachrichten, 2002
The classical Markov trigonometric moment problem is studied in the case when the moment sequence has periodic gaps. The authors develop the Akhieser-Krein idea on the relation between this problem and the Carathéodory coefficients problem. A complete description of the solvability set of the Markov trigonometric moment problem with gaps, as well as a ...
Sklyar, Grigory M., Velkovsky, Igor
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