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Chebyshev–Markov–Stieltjes inequalities

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610: 423: 454: 155: 310: 605:{\displaystyle \mu (-\infty ,\xi _{j}]\leq \rho _{m-1}(\xi _{1})+\cdots +\rho _{m-1}(\xi _{j})\leq \mu (-\infty ,\xi _{j+1}).} 102: 653: 27: 347: 199: 658: 47: 20: 51: 43: 8: 35: 31: 647: 629: 168: − 1 (and in particular the integral is defined and finite). 39: 418:{\displaystyle \rho _{m-1}(z)=1{\Big /}\sum _{k=0}^{m-1}|P_{k}(z)|^{2}} 634:
The Classical Moment Problem and Some Related Questions in Analysis
457: 313: 105: 604: 417: 149: 645: 50:from above and from below in terms of its first 235:. It is not hard to see that the polynomials 46:. Informally, they provide sharp bounds on a 283:, and therefore are determined uniquely by 628: 150:{\displaystyle \int x^{k}d\mu (x)=m_{k}} 646: 25:Chebyshev–Markov–Stieltjes 34:that were formulated in the 1880s by 13: 574: 467: 14: 670: 30:are inequalities related to the 622: 596: 568: 559: 546: 518: 505: 483: 461: 405: 400: 394: 380: 336: 330: 131: 125: 57: 1: 615: 38:and proved independently by 7: 10: 675: 84:, consider the collection 42:and (somewhat later) by 275:are the same for every 606: 419: 378: 200:orthogonal polynomials 151: 607: 420: 352: 152: 21:mathematical analysis 654:Theorems in analysis 636:. Oliver & Boyd. 455: 311: 103: 44:Thomas Jan Stieltjes 16:Mathematical theorem 602: 415: 147: 32:problem of moments 36:Pafnuty Chebyshev 666: 638: 637: 626: 611: 609: 608: 603: 595: 594: 558: 557: 545: 544: 517: 516: 504: 503: 482: 481: 424: 422: 421: 416: 414: 413: 408: 393: 392: 383: 377: 366: 351: 350: 329: 328: 259:and the numbers 226:be the zeros of 202:with respect to 156: 154: 153: 148: 146: 145: 118: 117: 674: 673: 669: 668: 667: 665: 664: 663: 644: 643: 642: 641: 627: 623: 618: 584: 580: 553: 549: 534: 530: 512: 508: 493: 489: 477: 473: 456: 453: 452: 409: 404: 403: 388: 384: 379: 367: 356: 346: 345: 318: 314: 312: 309: 308: 300: 289: 274: 265: 258: 248: 241: 234: 225: 216: 193: 184: 177: 141: 137: 113: 109: 104: 101: 100: 79: 68: 60: 17: 12: 11: 5: 672: 662: 661: 656: 640: 639: 630:Akhiezer, N.I. 620: 619: 617: 614: 613: 612: 601: 598: 593: 590: 587: 583: 579: 576: 573: 570: 567: 564: 561: 556: 552: 548: 543: 540: 537: 533: 529: 526: 523: 520: 515: 511: 507: 502: 499: 496: 492: 488: 485: 480: 476: 472: 469: 466: 463: 460: 427: 426: 412: 407: 402: 399: 396: 391: 387: 382: 376: 373: 370: 365: 362: 359: 355: 349: 344: 341: 338: 335: 332: 327: 324: 321: 317: 294: 287: 270: 263: 253: 246: 239: 230: 221: 214: 189: 182: 175: 158: 157: 144: 140: 136: 133: 130: 127: 124: 121: 116: 112: 108: 73: 66: 59: 56: 15: 9: 6: 4: 3: 2: 671: 660: 657: 655: 652: 651: 649: 635: 631: 625: 621: 599: 591: 588: 585: 581: 577: 571: 565: 562: 554: 550: 541: 538: 535: 531: 527: 524: 521: 513: 509: 500: 497: 494: 490: 486: 478: 474: 470: 464: 458: 451: 450: 449: 447: 443: 439: 435: 431: 410: 397: 389: 385: 374: 371: 368: 363: 360: 357: 353: 342: 339: 333: 325: 322: 319: 315: 307: 306: 305: 302: 298: 293: 286: 282: 278: 273: 269: 262: 256: 252: 245: 238: 233: 229: 224: 220: 213: 209: 205: 201: 197: 194:be the first 192: 188: 181: 174: 169: 167: 163: 142: 138: 134: 128: 122: 119: 114: 110: 106: 99: 98: 97: 95: 91: 87: 83: 77: 72: 65: 55: 53: 49: 45: 41: 40:Andrey Markov 37: 33: 29: 26: 22: 659:Inequalities 633: 624: 445: 441: 437: 433: 429: 428: 303: 296: 291: 284: 280: 276: 271: 267: 260: 254: 250: 243: 236: 231: 227: 222: 218: 211: 207: 203: 195: 190: 186: 179: 172: 170: 165: 161: 159: 93: 89: 88:of measures 85: 81: 75: 70: 63: 61: 28:inequalities 24: 18: 164:= 0,1,...,2 58:Formulation 648:Categories 616:References 440:, and any 436:= 1,2,..., 210:, and let 96:such that 582:ξ 575:∞ 572:− 566:μ 563:≤ 551:ξ 539:− 532:ρ 525:⋯ 510:ξ 498:− 491:ρ 487:≤ 475:ξ 468:∞ 465:− 459:μ 372:− 354:∑ 323:− 316:ρ 123:μ 107:∫ 632:(1965). 430:Theorem 304:Denote 52:moments 48:measure 442:μ 277:μ 268:ξ 261:ξ 249:, ..., 219:ξ 212:ξ 204:μ 185:, ..., 90:μ 62:Given 23:, the 290:,..., 69:,..., 432:For 266:,... 217:,... 198:+ 1 171:Let 160:for 92:on 19:In 650:: 448:, 444:∈ 301:. 299:-1 279:∈ 257:-1 206:∈ 80:∈ 78:-1 54:. 600:. 597:) 592:1 589:+ 586:j 578:, 569:( 560:) 555:j 547:( 542:1 536:m 528:+ 522:+ 519:) 514:1 506:( 501:1 495:m 484:] 479:j 471:, 462:( 446:C 438:m 434:j 425:. 411:2 406:| 401:) 398:z 395:( 390:k 386:P 381:| 375:1 369:m 364:0 361:= 358:k 348:/ 343:1 340:= 337:) 334:z 331:( 326:1 320:m 297:m 295:2 292:m 288:0 285:m 281:C 272:m 264:1 255:m 251:P 247:1 244:P 242:, 240:0 237:P 232:m 228:P 223:m 215:1 208:C 196:m 191:m 187:P 183:1 180:P 178:, 176:0 173:P 166:m 162:k 143:k 139:m 135:= 132:) 129:x 126:( 120:d 115:k 111:x 94:R 86:C 82:R 76:m 74:2 71:m 67:0 64:m

Index

mathematical analysis
inequalities
problem of moments
Pafnuty Chebyshev
Andrey Markov
Thomas Jan Stieltjes
measure
moments
orthogonal polynomials
Akhiezer, N.I.
Categories
Theorems in analysis
Inequalities

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