Integral transforms, operational calculus Moment problems Problem
Stieltjes moment problem
Builds on Moment problemMeasureMomentHankel matrixPositive semidefinite matrix
Problem
Let be a sequence of real numbers. Decide whether there is a positive Borel measure on such that every is -integrable and This is the moment problem on the half-line , and the are the moments of .
Remarks
The existence question is solved. Such a measure exists if and only if, for every , both Hankel matrices and are positive semidefinite. A measure with infinite support exists if and only if all the determinants of these matrices are strictly positive. Necessity is direct: for real , the quadratic forms equal and with , and on the support. The solution need not be unique; the log-normal distribution gives a sequence with many solutions. A Stieltjes moment sequence can be determinate as a Stieltjes problem but indeterminate as a Hamburger problem.
Reading path
To understand this page from the ground up, read these 7 pages in order. The foundations come first.
Show the path as a graph
- no evidence level
- Hankel matrix concept
- Measure concept
- Moment concept
- Positive semidefinite matrix concept
- Sequence concept
- Moment problem problem
- Stieltjes moment problem problem
Where this leads
2 pages build on this one.
Further reading
About this page
| Tag | Y9KH8P9JC0 |
|---|---|
| URI | m2://Y9KH8P9JC0 |
| Kind | problem |
| Writing | W0 stub |
| MSC | 44A60 |
| Status | This copy of the site has no build data. Run m2 status Y9KH8P9JC0. |
| About | Moment problem, Moment |
| Uses | Moment problem, Measure, Moment, Hankel matrix, Positive semidefinite matrix |
| Same as |
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.