Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ii/paper-3/26k/d/solution

Set
These are bounded random variables with values in , and for every positive integer ,
Part c shows that and have the same law. Since is injective on with inverse , taking the pushforward measure by this inverse shows that and have the same law. This proves the uniqueness theorem for Laplace transforms of nonnegative random variables.

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