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Moments of convex distribution functions and completely alternating sequences

Alexander Gnedin·Jim Pitman
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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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Alexander Gnedin, Jim Pitman. 2008-05-26. Moments of convex distribution functions and completely alternating sequences. https://doi.org/10.1214/193940307000000374

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