Markov-Krein transform

Jacques Faraut, and Faiza Fourati. "Markov-Krein transform." Colloquium Mathematicae 144.1 (2016): 137-156. <http://eudml.org/doc/283510>.

@article{JacquesFaraut2016,
abstract = {The Markov-Krein transform maps a positive measure on the real line to a probability measure. It is implicitly defined through an identity linking two holomorphic functions. In this paper an explicit formula is given. Its proof is obtained by considering boundary values of holomorhic functions. This transform appears in several classical questions in analysis and probability theory: Markov moment problem, Dirichlet distributions and processes, orbital measures. An asymptotic property for this transform involves Thorin-Bondesson distributions.},
author = {Jacques Faraut, Faiza Fourati},
journal = {Colloquium Mathematicae},
keywords = {Markov-Krein transform; orbital measure; Dirichlet distribution; spline distribution; Thorin-Bondesson distribution; P'olya distribution},
language = {eng},
number = {1},
pages = {137-156},
title = {Markov-Krein transform},
url = {http://eudml.org/doc/283510},
volume = {144},
year = {2016},
}

TY - JOUR
AU - Jacques Faraut
AU - Faiza Fourati
TI - Markov-Krein transform
JO - Colloquium Mathematicae
PY - 2016
VL - 144
IS - 1
SP - 137
EP - 156
AB - The Markov-Krein transform maps a positive measure on the real line to a probability measure. It is implicitly defined through an identity linking two holomorphic functions. In this paper an explicit formula is given. Its proof is obtained by considering boundary values of holomorhic functions. This transform appears in several classical questions in analysis and probability theory: Markov moment problem, Dirichlet distributions and processes, orbital measures. An asymptotic property for this transform involves Thorin-Bondesson distributions.
LA - eng
KW - Markov-Krein transform; orbital measure; Dirichlet distribution; spline distribution; Thorin-Bondesson distribution; P'olya distribution
UR - http://eudml.org/doc/283510
ER -