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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 :m_n = \int_0^\infty x^n\,d\mu(x) 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 /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 :\Delta_n=\left[\begin m_0 & m_1 & m_2 & \cdots & m_ \\ m_1 & m_2 & m_3 & \cdots & m_ \\ m_2& m_3 & m_4 & \cdots & m_ \\ \vdots & \vdots & \vdots & \ddots & \vdots \\ m_ & m_ & m_ & \cdots & m_ \end\right] and :\Delta_n^=\left begin m_1 & m_2 & m_3 & \cdots & m_ \\ m_2 & m_3 & m_4 & \cdots & m_ \\ m_3 & m_4 & m_5 & \cdots & m_ \\ \vdots & \vdots & \vdots & \ddots & \vdots \\ m_ & m_ & m_ & \cdots & m_ \end\right Then is a moment sequence of some measure on [0,\infty) with infinite support if and only if for all ''n'', both :\det(\Delta_n) > 0\ \mathrm\ \det\left(\Delta_n^\right) > 0. is a moment sequence of some measure on [0,\infty) with finite support of size ''m'' if and only if for all n \leq m, both :\det(\Delta_n) > 0\ \mathrm\ \det\left(\Delta_n^\right) > 0 and for all larger n :\det(\Delta_n) = 0\ \mathrm\ \det\left(\Delta_n^\right) = 0.


Uniqueness

There are several sufficient conditions for uniqueness, for example, Carleman's condition, which states that the solution is unique if : \sum_ m_n^ = \infty~.


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