Integral transforms, operational calculus Definition
Indeterminate moment problem
Builds on Moment problemDeterminate 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 indeterminate if there is a positive Borel measure with the following properties. The support of lies in , and for all . Equivalently, it is not determinate.
Remarks
Example: the log-normal density on . The substitution shows , with , since the last integrand is odd. So with density is a different positive measure on with the same moments. Non-example: the uniform distribution on is not indeterminate, since a measure on a compact set is determined by its moments. Every measure with finitely many atoms is determinate, so an indeterminate measure has infinite support; its support must also be unbounded.
Reading path
To understand this page from the ground up, read these 6 pages in order. The foundations come first.
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- no evidence level
- Determinate moment problem concept
- Measure concept
- Moment concept
- Sequence concept
- Moment problem problem
- Indeterminate moment problem definition
Further reading
About this page
| Tag | C38DV6ZAZ3 |
|---|---|
| URI | m2://C38DV6ZAZ3 |
| Kind | definition |
| Writing | W0 stub |
| MSC | 44A60 |
| Defines | Indeterminate moment problem |
| Uses | Moment problem, Determinate moment problem, Measure, Moment |
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