Moment Determinacy of Powers and Products of Nonnegative Random Variables

We find conditions which guarantee moment (in)determinacy of powers and products of nonnegative random variables. We establish new and general results which are based either on the rate of growth of the moments of a random variable or on conditions about the distribution itself. For the class of generalized gamma random variables we show that the power and the product of such variables share the same moment determinacy property. A similar statement holds for half-logistic random variables. Besides answering new questions in this area, we either extend some previously known results or provide new and transparent proofs of existing results

Integral Representations of Three Novel Multiple Zeta Functions for Barnes Type: A Probabilistic Approach

Integral representation is one of the powerful tools for studying analytic continuation of the zeta functions. It is known that Hurwitz zeta function generalizes the famous Riemann zeta function which plays an important role in analytic number theory. They both have several multiple versions in the literature. In this paper, we introduce three novel multiple zeta functions for Barnes type and study their integral representations through hyperbolic probability distributions given by Pitman and Yor (2003, Canad. J. Math., 55, 292-330). The analytically continued properties of the three multiple zeta functions are also investigated. Surprisingly, two of them, unlike the previous results, can extend analytically to entire functions in the whole complex plane.Comment: 20 page