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Existence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems

Author

Listed:
  • Laurent Gosse

    (IAC - Istituto per le Applicazioni del Calcolo "Mauro Picone" - CNR - National Research Council of Italy | Consiglio Nazionale delle Ricerche)

  • Olof Runborg

    (CSC - KTH - KTH Royal Institute of Technology [Stockholm])

Abstract

We consider a class of finite Markov moment problems with arbitrary number of positive and negative branches. We show criteria for the existence and uniqueness of solutions, and we characterize in detail the non-unique solution families. Moreover, we present a constructive algorithm to solve the moment problems numerically and prove that the algorithm computes the right solution.

Suggested Citation

  • Laurent Gosse & Olof Runborg, 2008. "Existence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems," Post-Print hal-00323346, HAL.
    • Handle: RePEc:hal:journl:hal-00323346
    DOI: 10.1137/070692510
    Note: View the original document on HAL open archive server: https://hal.science/hal-00323346
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    Cited by:

    1. Octav Olteanu, 2021. "On the Moment Problem and Related Problems," Mathematics, MDPI, vol. 9(18), pages 1-26, September.
    2. Octav Olteanu, 2020. "From Hahn–Banach Type Theorems to the Markov Moment Problem, Sandwich Theorems and Further Applications," Mathematics, MDPI, vol. 8(8), pages 1-16, August.
    3. Octav Olteanu, 2013. "New Results on Markov Moment Problem," International Journal of Analysis, Hindawi, vol. 2013, pages 1-17, February.
    4. Octav Olteanu, 2022. "Convexity, Markov Operators, Approximation, and Related Optimization," Mathematics, MDPI, vol. 10(15), pages 1-17, August.
    5. Octav Olteanu, 2020. "Polynomial Approximation on Unbounded Subsets, Markov Moment Problem and Other Applications," Mathematics, MDPI, vol. 8(10), pages 1-12, September.

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