Math 2.0

Integral transforms, operational calculus Definition

Determinate moment problem

Builds on Moment problemMeasureMoment

Definition

Let KK be a closed subset of ℝ\R. Let μ\mu be a positive Borel measure on ℝ\R with support in KK, such that every moment mn=∫xn dμ(x)m_n = \int x^n \, d\mu(x), n≥0n \ge 0, is finite. The moment problem for μ\mu on KK is determinate if the following holds. Every positive Borel measure ν\nu with support in KK and ∫xn dν(x)=mn\int x^n \, d\nu(x) = m_n for all n≥0n \ge 0 equals μ\mu.

Remarks

Example: the standard normal distribution is determinate on K=ℝK = \R. Its moments are m2n=(2n−1)!!≤(2n)nm_{2n} = (2n - 1)!! \le (2n)^n and m2n+1=0m_{2n+1} = 0, so ∑nm2n−1/(2n)\sum_n m_{2n}^{-1/(2n)} diverges, and Carleman's condition applies. Example: every measure with support in a compact set KK is determinate on KK, by the density of polynomials in C(K)C(K). Non-example: the log-normal distribution with density f(x)=(x2π)−1e−(ln⁡x)2/2f(x) = (x \sqrt{2\pi})^{-1} e^{-(\ln x)^2/2} on (0,∞)(0, \infty) is not determinate, since f(x)(1+sin⁡(2πln⁡x))f(x)(1 + \sin(2\pi \ln x)) is a different density with the same moments. Determinacy depends on KK: a measure on [0,∞)[0, \infty) can be determinate among measures on [0,∞)[0, \infty) (Stieltjes determinate) but not among measures on ℝ\R (Hamburger determinate).

Reading path

To understand this page from the ground up, read these 5 pages in order. The foundations come first.

Show the path as a graph
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Measure concept
  2. Moment concept
  3. Sequence concept
  4. Moment problem problem
  5. Determinate moment problem definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Moment_problem
About this page
TagHRE0QD3B0W
URIm2://HRE0QD3B0W
Kinddefinition
WritingW0 stub
MSC44A60
DefinesDeterminate moment problem
UsesMoment problem, Measure, Moment

Markdown · JSON · Edit on GitHub

What this page needs for W1

  • an inventory row: the row of the inventory that the node accounts for (0 of 1)
  • a source with a locator (0 of 1)

The writing levels say how complete the text of a page is. They do not measure its truth.

What links here

No page links to this page yet.