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

preprint2020arXivOpen access

Abstract

We study the following question: if ff is a nonzero measurable function on [0,∞)[0,\infty) and mm and nn distinct nonnegative integers, does the ratio fn^/fm^\widehat{f^n}/\widehat{f^m} of the Laplace transforms of the powers fnf^n and fmf^m of ff uniquely determine ff? The answer is yes if one of m,nm, n is zero, by the inverse Laplace transform. Under some assumptions on the smoothness of ff 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 ff is the cumulative distribution function of a certain random variable. This is also discussed in the paper.

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