Does the ratio of Laplace transforms of powers of a function identify the function?

Takis Konstantopoulos, Linglong Yuan*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish
Article number124568
JournalJournal of Mathematical Analysis and Applications
Volume494
Issue number1
DOIs
Publication statusPublished - 1 Feb 2021

Keywords

  • Auction theory
  • Laplace transform
  • Order statistics

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