Uniqueness theorem for Laplace transforms of nonnegative random variables

ID: uniqueness-theorem-for-laplace-transforms-of-nonnegative-random-variables

The Laplace transform of a nonnegative random variable determines its probability law. Indeed, takes values in , and . Thus the transform determines every moment of ; moment determinacy on a compact interval determines the law of , and the injective inverse determines the law of .

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