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Moment determinacy on a compact interval

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Convergence of random variables Convergence in distribution Bounded moment criterion for weak convergence
2026-10-03  0 By others on same topic  0 Discussions Create my own version
Two probability measures supported on one compact interval are equal if all their moments are equal. Indeed, equality on monomials gives equality on polynomials, the Weierstrass approximation theorem extends it to every continuous function on the interval, and compactly supported continuous functions determine a finite Borel measure.

 Ancestors (8)

  1. Bounded moment criterion for weak convergence
  2. Convergence in distribution
  3. Convergence of random variables
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
  8.  Home

 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 3 / 26K / c / Solution
  • Uniqueness theorem for Laplace transforms of nonnegative random variables

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