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Moments of Sums of Independent Random Variables

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Stochastic Processes

Abstract

For any positive real number p a p-equivalence of random variables is defined in terms of moments of order p. For p being not an integer it is shown that p-equivalent nonnegative random variables are identically distributed.

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References

  1. L.H. Loomis, (1953) An Introduction to Abstract Harmonic Analysis, D. Van Nostrand, Toronto New York London.

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© 1993 Springer-Verlag New York, Inc.

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Urbanik, K. (1993). Moments of Sums of Independent Random Variables. In: Cambanis, S., Ghosh, J.K., Karandikar, R.L., Sen, P.K. (eds) Stochastic Processes. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-7909-0_36

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  • DOI: https://doi.org/10.1007/978-1-4615-7909-0_36

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4615-7911-3

  • Online ISBN: 978-1-4615-7909-0

  • eBook Packages: Springer Book Archive

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