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A characterization of probability distributions by moments of sums of independent random variables

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Abstract

In this paper we investigate the conditions under which the distribution of i.i.d. random variables{X k } k=1 is determined by the sequence of momentsa n =E|∑ n k=1 X k |p (n=1, 2,...), where positivep is fixed.

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Braverman, M. A characterization of probability distributions by moments of sums of independent random variables. J Theor Probab 7, 187–198 (1994). https://doi.org/10.1007/BF02213367

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  • DOI: https://doi.org/10.1007/BF02213367

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