We solve the moment problem for convex distribution functions on $0,1$ in terms of completely alternating sequences. This complements a recent solution of this problem by Diaconis and Freedman, and relates this work to the Lévy-Khintchine formula for the Laplace transform of a subordinator, and to regenerative composition structures.
%0 Generic
%1 math.PR/0602091
%A Gnedin, Alexander
%A Pitman, Jim
%D 2006
%K Dept_Mathematics_Berkeley Dept_Statistics_Berkeley completely_alternating_sequences convex_distribution_functions de_Finetti's_theorem extreme_points moments myown
%T Moments of convex distribution functions and completely
alternating sequences
%X We solve the moment problem for convex distribution functions on $0,1$ in terms of completely alternating sequences. This complements a recent solution of this problem by Diaconis and Freedman, and relates this work to the Lévy-Khintchine formula for the Laplace transform of a subordinator, and to regenerative composition structures.
@misc{math.PR/0602091,
abstract = {We solve the moment problem for convex distribution functions on $[0,1]$ in terms of completely alternating sequences. This complements a recent solution of this problem by Diaconis and Freedman, and relates this work to the L{é}vy-Khintchine formula for the Laplace transform of a subordinator, and to regenerative composition structures.},
added-at = {2008-01-21T00:08:42.000+0100},
arxiv = {math.PR/0602091},
author = {Gnedin, Alexander and Pitman, Jim},
biburl = {https://www.bibsonomy.org/bibtex/27e3215f9fbe8a02d9310d62bdca84cdf/pitman},
interhash = {d11b21e408e8ff0541dcd6ebd21e414c},
intrahash = {7e3215f9fbe8a02d9310d62bdca84cdf},
keywords = {Dept_Mathematics_Berkeley Dept_Statistics_Berkeley completely_alternating_sequences convex_distribution_functions de_Finetti's_theorem extreme_points moments myown},
mrclass = {60K35},
timestamp = {2010-10-30T22:51:58.000+0200},
title = {{Moments of convex distribution functions and completely
alternating sequences}},
year = 2006
}