An Interesting New Problem in Stochastic Modeling

This presentation addresses the modeling of a non-Gaussian stochastic process based on a fully ordered sequence of measurements of moments or correlations. To do so, it uses recent results in the parametrization of all the moment generating functions that interpolate the given or measured correlation data. While the parametrization problem appears to be adequately solved, the crucial numerical determination of the resulting cumulative probability function (cpf) or probability density function (pdf) appears to be a new interesting but unsolved problem, even in the single variable case. The talk introduces the problem and its background, hoping to provide motivation for further research.