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

Published 4 Sep 2019 in math.PR | (1909.01884v3)

Abstract: We study the following question: if $f$ is a nonzero measurable function on $[0,\infty)$ and $m$ and $n$ distinct nonnegative integers, does the ratio $\widehat{fn}/\widehat{fm}$ of the Laplace transforms of the powers $fn$ and $fm$ of $f$ uniquely determine $f$? The answer is yes if one of $m, n$ is zero, by the inverse Laplace transform. 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 in the paper.

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