Moment Analysis of Distributions: Classical and Recent Results


  • Prof. Jordan Stoyanov – Newcastle University, UK
  • FCUL (DEIO) – Campo Grande – Bloco C6 Piso 4 – Sala 6.4.30 – 14:30 h
  • Quinta-feira, 26 de Abril de 2012
  • Referência Projeto: PEst-OE/MAT/UI0006/2011

The main discussion will be on one- and multi-dimensional distributions with finite all moments. Such a distribution is either unique (M-determinate) or nonunique (M-indeterminate). This property turns to be important for stochastic models in many areas including in finance and risk modelling.

Some recent developments will be presented along classical criteria.The results will be illustrated by examples involving popular distributions.

There will be not so well-known facts which are surprising and even shocking. Challenging open questions will be outlined.