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Moments of convex distribution functions and completely alternating sequences

Alexander Gnedin, Jim Pitman

math.PRarXiv:math/0602091

Abstract

We solve the moment problem for convex distribution functions on [0,1] in terms of completely alternating sequences. This complements a recent solution of this problem by Diaconis and Freedman, and relates this work to the Lévy-Khintchine formula for the Laplace transform of a subordinator, and to regenerative composition structures.

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