Does the ratio of Laplace transforms of powers of a function identify the function?

Takis Konstantopoulos; Linglong Yuan

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arXiv · 1909.01884

Does the ratio of Laplace transforms of powers of a function identify the function?

Takis Konstantopoulos·Linglong Yuan

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Abstract

We study the following question: if $f$ is a nonzero measurable function on $[0,\infty)$ and $m$ and $n$ distinct nonnegative integers, does the ratio $\widehat{f^n}/\widehat{f^m}$ of the Laplace transforms of the powers $f^n$ and $f^m$ of $f$ uniquely determine $f$? The answer is yes if one of $m, n$ is zero, by the inverse Laplace transform. Under some assumptions on the smoothness of $f$ we show that the answer in the general case is also affirmative. The question arose from a problem in economics, specifically in auction theory where $f$ is the cumulative distribution function of a certain random variable. This is also discussed in the paper.

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BibTeX RIS

Takis Konstantopoulos, Linglong Yuan. 2019-09-04. Does the ratio of Laplace transforms of powers of a function identify the function?. https://arxiv.org/abs/1909.01884

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