Integral transforms, operational calculus Definition
Determinate moment problem
Builds on Moment problemMeasureMoment
Definition
Let be a closed subset of . Let be a positive Borel measure on with support in , such that every moment , , is finite. The moment problem for on is determinate if the following holds. Every positive Borel measure with support in and for all equals .
Remarks
Example: the standard normal distribution is determinate on . Its moments are and , so diverges, and Carleman's condition applies. Example: every measure with support in a compact set is determinate on , by the density of polynomials in . Non-example: the log-normal distribution with density on is not determinate, since is a different density with the same moments. Determinacy depends on : a measure on can be determinate among measures on (Stieltjes determinate) but not among measures on (Hamburger determinate).
Reading path
To understand this page from the ground up, read these 5 pages in order. The foundations come first.
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- no evidence level
- Measure concept
- Moment concept
- Sequence concept
- Moment problem problem
- Determinate moment problem definition
Further reading
About this page
| Tag | HRE0QD3B0W |
|---|---|
| URI | m2://HRE0QD3B0W |
| Kind | definition |
| Writing | W0 stub |
| MSC | 44A60 |
| Defines | Determinate moment problem |
| Uses | Moment problem, Measure, Moment |
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