TY - JOUR
T1 - Does the ratio of Laplace transforms of powers of a function identify the function?
AU - Konstantopoulos, Takis
AU - Yuan, Linglong
N1 - Publisher Copyright:
© 2020 Elsevier Inc.
PY - 2021/2/1
Y1 - 2021/2/1
N2 - We study the following question: if f is a nonzero measurable function on [0,∞) and m and n are distinct nonnegative integers, does the ratio fnˆ/fmˆ of the Laplace transforms of the powers fn and fm of f uniquely determine f? By the inverse Laplace transform, the answer is yes if m or n is zero. 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.
AB - We study the following question: if f is a nonzero measurable function on [0,∞) and m and n are distinct nonnegative integers, does the ratio fnˆ/fmˆ of the Laplace transforms of the powers fn and fm of f uniquely determine f? By the inverse Laplace transform, the answer is yes if m or n is zero. 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.
KW - Auction theory
KW - Laplace transform
KW - Order statistics
UR - http://www.scopus.com/inward/record.url?scp=85090754221&partnerID=8YFLogxK
U2 - 10.1016/j.jmaa.2020.124568
DO - 10.1016/j.jmaa.2020.124568
M3 - Article
AN - SCOPUS:85090754221
SN - 0022-247X
VL - 494
JO - Journal of Mathematical Analysis and Applications
JF - Journal of Mathematical Analysis and Applications
IS - 1
M1 - 124568
ER -