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In
mathematics, the Stieltjes
moment problem
In mathematics, a moment problem arises as the result of trying to invert the mapping that takes a measure ''μ'' to the sequences of moments
:m_n = \int_^\infty x^n \,d\mu(x)\,.
More generally, one may consider
:m_n = \int_^\infty M_n(x) ...
, named after
Thomas Joannes Stieltjes
Thomas Joannes Stieltjes (, 29 December 1856 – 31 December 1894) was a Dutch mathematician. He was a pioneer in the field of moment problems and contributed to the study of continued fractions. The Thomas Stieltjes Institute for Mathematics at ...
, seeks necessary and sufficient conditions for a
sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is calle ...
(''m''
0, ''m''
1, ''m''
2, ...) to be of the form
:
for some
measure
Measure may refer to:
* Measurement, the assignment of a number to a characteristic of an object or event
Law
* Ballot measure, proposed legislation in the United States
* Church of England Measure, legislation of the Church of England
* Mea ...
''μ''. If such a function ''μ'' exists, one asks whether it is unique.
The essential difference between this and other well-known
moment problem
In mathematics, a moment problem arises as the result of trying to invert the mapping that takes a measure ''μ'' to the sequences of moments
:m_n = \int_^\infty x^n \,d\mu(x)\,.
More generally, one may consider
:m_n = \int_^\infty M_n(x) ...
s is that this is on a half-line
0, ∞),_whereas_in_the_Hausdorff_moment_problem">/nowiki>0, ∞),_whereas_in_the_Hausdorff_moment_problem_one_considers_a_Interval_(mathematics)#Terminology.html" "title="Hausdorff_moment_problem.html" ;"title="/nowiki>0, ∞), whereas in the Hausdorff moment problem">/nowiki>0, ∞), whereas in the Hausdorff moment problem one considers a Interval_(mathematics)#Terminology">bounded interval
In mathematics, a (real) interval is a set of real numbers that contains all real numbers lying between any two numbers of the set. For example, the set of numbers satisfying is an interval which contains , , and all numbers in between. Other ...
[0, 1], and in the Hamburger moment problem one considers the whole line (−∞, ∞).
Existence
Let
:
and
:
Then is a moment sequence of some measure on
with infinite support if and only if for all ''n'', both
:
is a moment sequence of some measure on
with finite support of size ''m'' if and only if for all
, both
:
and for all larger
:
Uniqueness
There are several sufficient conditions for uniqueness, for example, Carleman's condition, which states that the solution is unique if
:
References
*{{citation, first=Michael, last=Reed, first2=Barry, last2=Simon, title=Fourier Analysis, Self-Adjointness, year=1975, ISBN=0-12-585002-6, series=Methods of modern mathematical physics, volume=2, publisher=Academic Press, page= 341 (exercise 25)
Probability problems
Mathematical analysis
Moment (mathematics)
Mathematical problems