Math 2.0

Integral transforms, operational calculus Moment problems Concept

Indeterminate moment problem

Summary

A moment problem is indeterminate when at least two different measures have the same moments. It is the failure of determinacy, and it can only happen when the support is unbounded. In the indeterminate Hamburger case the solutions form an infinite convex set, described by the Nevanlinna parametrization. Krein's condition is a test for indeterminacy in terms of a density.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Moment_problem
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