OurBigBook About$ Donate
 Sign in Sign up

Uniqueness theorem for Laplace transforms of nonnegative random variables

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Probability theory Laplace transform of a nonnegative random variable
2026-10-03  0 By others on same topic  0 Discussions Create my own version
The Laplace transform of a nonnegative random variable determines its probability law. Indeed, U=e−X takes values in (0,1], and E[Un]=ψX​(n). Thus the transform determines every moment of U; moment determinacy on a compact interval determines the law of U, and the injective inverse X=−logU determines the law of X.

 Ancestors (6)

  1. Laplace transform of a nonnegative random variable
  2. Probability theory
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
  6.  Home

 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 31 / 1 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 3 / 26K / d / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook