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arXiv 1603.03473math.CAmath.FAstat.AP
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L2中的拉普拉斯变换和多项式逼近

The Laplace transform and polynomial approximation in L2

Rodrigo Labouriau

摘要:

这个简短的说明给出了一个充分条件,有一类多项式密集的平方可积〔的〕函数的空间,关于有限的措施占主导地位的勒贝格测度,在这里表示为$L^2$。证明了如果在运动测度的拉普拉斯变换在原点的邻域内有界,则在$L^2$中各阶矩是有限的且多项式类是稠密的.所有阶矩的存在性对于测度集中在正实数线上的情况是众所周知的(见Feller,1966),但是关于多项式逼近的结果是原创的,即使证明相对简单。此外,还给出了一个不涉及拉普拉斯变换计算、更容易验证的更强条件。这个条件实质上是说测度的密度应该有指数衰减的尾部。提出的工具是感兴趣的经典参数模型的半参数扩展。

英文摘要:

This short note gives a sufficient condition for having the class of polynomials dense in the space of square integrable functions with respect to a finite measure dominated by the Lebesgue measure in the real line, here denoted by $L^2$. It is shown that if the Laplace transform of the measure in play is bounded in a neighbourhood of the origin, then the moments of all order are finite and the class of polynomials is dense in $L^2$. The existence of the moments of all orders is well known for the case where the measure is concentrated in the positive real line (see Feller, 1966), but the result concerning the polynomial approximation is original, even thought the proof is relatively simple. Additionally, an alternative stronger condition easier to be verified not involving the calculation of the Laplace transform is given. The condition essentially says that the density of the measure should have exponential decaying tails. The tools presented are of interest for constructing semiparametric extensions of classic parametric models.

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