Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 3 26K c Solution Created 2026-09-24 Updated 2026-10-03
Choose such that almost surely. Equality of the positive moments, together with equality of the zeroth moments , givesfor every polynomial . By the Weierstrass approximation theorem, every continuous function on is a uniform limit of polynomials. Expectations preserve this limit, so and have equal expectations for every continuous function on their common compact support. The moment determinacy on a compact interval therefore gives equality of their laws.
Uniqueness theorem for Laplace transforms of nonnegative random variables Created 2026-10-03 Updated 2026-10-14
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 .