The Classical Moment Problem for Random Variables by Prof. Mihai Stoiciu, Williams College
Mon, April 8th, 2024
1:00 pm - 1:50 pm
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The Classical Moment Problem for Random Variables by Prof. Mihai Stoiciu, Williams College, Monday April 8, 1:00 – 1:50pm, North Science Building 113, Wachenheim, Mathematics Colloquium
Abstract: The most important features of a random variable are captured by its moments (mean, variance, skewness, kurtosis, etc). The Classical Moment Problem asks if a given sequence of moments uniquely determines a random variable. In this talk we will give an overview of the major theorems related to the Classical Moment Problem and we will present concrete examples of random variables that are not uniquely determined by their moments.
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