Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Poissonian exponential functionals, q-series, q-integrals, and the moment problem for log-normal distributions.

Auteur(s):

Code(s) de Classification MSC:

Résumé: Moments formulae for the exponential functionals associated with a Poisson process provide a simple probabilistic access to the so-called $q$-calculus, as well as to some recent works about the moment problem for the log-normal distributions.

Mots Clés: q-calculus ; Mellin transform ; Poisson process ; exponential functional ; classical moment problem

Date: 2002-01-31

Prépublication numéro: PMA-705