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Moment problem

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is positive for all the non-negative polynomials in the univariate case. By Haviland's theorem, the linear functional has a measure form, that is
2081: 2670: 2069: 188: 899: 104: 2840: 2783: 2748: 2704: 876:. In the univariate case, a non-negative polynomial can always be written as a sum of squares. So the linear functional 1833: 1884:. For the problem on an infinite interval, uniqueness is a more delicate question. There are distributions, such as 2835: 2057:{\displaystyle d\mu (x)=\rho (x)dx,\quad \rho (x)=\sum _{n=0}^{\infty }{\frac {(-1)^{n}}{n!}}\delta ^{(n)}(x)m_{n}} 2315:, we know that the standard normal distribution is a determinate measure, thus we have the following form of the 2830: 2810: 1888:, which have finite moments for all the positive integers but where other distributions have the same moments. 1628: 1050: 2825: 2820: 1480: 637: 357: 2591: 779: 730: 529: 2277: 1118: 1445: 1363: 1255: 841: 2663: 2735:. Translations of Mathematical Monographs. Providence, Rhode Island: American Mathematical Society. 2586: 2576: 2566: 1387: 704: 459: 431: 1676: 2815: 2561: 2312: 1885: 1803: 465: 28: 1369: 1027: 879: 821: 710: 2316: 1392: 435: 73: 2581: 2118:
The moment problem has applications to probability theory. The following is commonly used:
1897: 1849: 1807: 1171: 707:. This is because a positive-semidefinite Hankel matrix corresponds to a linear functional 607: 557: 278: 96: 2492: 2332: 2151: 1815: 1733: 1573: 1198: 972: 584: 441: 313: 78: 8: 2770:. Graduate Texts in Mathematics. Vol. 277. Cham: Springer International Publishing. 2148:
is a determinate measure (i.e. its moments determine it uniquely), and the measures
969:. A condition of similar form is necessary and sufficient for the existence of a measure 416: 57: 2519: 2719: 2107: 1290: 412: 337: 2131: 1855: 1759: 1593: 1310: 1218: 992: 2789: 2779: 2754: 2744: 2700: 533: 2771: 2736: 525: 2267:{\displaystyle \forall k\geq 0\quad \lim _{n\rightarrow \infty }m_{k}\left=m_{k},} 602: 2692: 2775: 1896:
When the solution exists, it can be formally written using derivatives of the
2804: 2793: 2758: 2714: 2571: 2068:
The expression can be derived by taking the inverse Fourier transform of its
21: 1845: 543: 2102:). Results on the truncated moment problem have numerous applications to 65: 2740: 601:
if and only if a certain positivity condition is fulfilled; namely, the
1837: 2482:{\displaystyle m_{2k}\to {\frac {(2k)!}{2^{k}k!}};\quad m_{2k+1}\to 0} 1841: 331: 265:{\displaystyle m_{n}=\int _{-\infty }^{\infty }M_{n}(x)\,d\mu (x)\,.} 1024:
One way to prove these results is to consider the linear functional
962:{\displaystyle \Lambda (x^{n})=\int _{-\infty }^{\infty }x^{n}d\mu } 2721:
The classical moment problem and some related questions in analysis
424: 53: 172:{\displaystyle m_{n}=\int _{-\infty }^{\infty }x^{n}\,d\mu (x)\,.} 72:
arises as the result of trying to invert the mapping that takes a
1756:). Using a representation theorem for positive polynomials on 2633: 2631: 2090:, which studies the properties of measures with fixed first 420: 2628: 2616: 818:(non-negative for sum of squares of polynomials). Assume 2604: 2522: 2495: 2335: 2280: 2154: 2134: 18:
Trying to map moments to a measure that generates them
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There are three named classical moment problems: the
360: 340: 316: 281: 191: 107: 81: 31: 2643: 2718: 2543: 2508: 2481: 2348: 2299: 2266: 2167: 2140: 2056: 1876: 1824: 1780: 1742: 1719: 1662: 1614: 1582: 1536: 1469: 1429: 1388:space of continuous functions with compact support 1378: 1331: 1299: 1279: 1239: 1207: 1187: 1157: 1101: 1036: 1013: 981: 961: 888: 868: 830: 810: 768: 719: 692: 623: 593: 573: 513: 486: 450: 403: 346: 322: 294: 264: 171: 87: 44: 1832:in the Hausdorff moment problem follows from the 2802: 2196: 2733:The Markov Moment Problem and Extremal Problems 60:is the distribution solving the moment problem. 2730: 2690: 2637: 2622: 1797: 532:in which the Hankel matrices are replaced by 398: 361: 2699:. New York: American mathematical society. 2329:If a sequence of probability distributions 2727:(translated from the Russian by N. Kemmer) 1524: 458:is allowed to be the whole real line; the 2765: 2610: 1663:{\displaystyle \varphi (f)=\int f\,d\mu } 1653: 846: 686: 258: 242: 165: 149: 2713: 2649: 1102:{\displaystyle P(x)=\sum _{k}a_{k}x^{k}} 581:is the sequence of moments of a measure 20: 2731:KreÄ­n, M. G.; Nudel′man, A. A. (1977). 2082:Chebyshev–Markov–Stieltjes inequalities 1537:{\displaystyle f\in C_{c}(),\;f\geq 0.} 693:{\displaystyle (H_{n})_{ij}=m_{i+j}\,,} 411:. In this form the question appears in 404:{\displaystyle \{x^{n}:n=1,2,\dotsc \}} 275:for an arbitrary sequence of functions 2803: 2661: 2300:{\textstyle \mu _{n}\rightarrow \mu } 2106:, optimisation and limit theorems in 1794:) as a condition on Hankel matrices. 811:{\displaystyle \Lambda (f^{2})\geq 0} 769:{\displaystyle \Lambda (x^{n})=m_{n}} 427:and so on, and whether it is unique. 25:Example: Given the mean and variance 1439: 1249: 1158:{\displaystyle \sum _{k}a_{k}m_{k}.} 1570:) holds iff there exists a measure 524:The moment problem also extends to 13: 2206: 2182: 1981: 1891: 1730:Thus the existence of the measure 938: 933: 903: 883: 825: 783: 734: 714: 478: 218: 213: 134: 129: 14: 2852: 2725:. New York: Hafner Publishing Co. 1834:Weierstrass approximation theorem 1470:{\displaystyle \varphi (f)\geq 0} 1280:{\displaystyle \varphi (P)\geq 0} 182:More generally, one may consider 2676:from the original on 1 Jul 2022. 1195:are the moments of some measure 869:{\displaystyle \mathbb {R} ^{*}} 2437: 2194: 1949: 305: 2664:"The classical moment problem" 2662:Sodin, Sasha (March 5, 2019). 2655: 2538: 2526: 2473: 2470: 2457: 2407: 2398: 2392: 2389: 2376: 2291: 2258: 2252: 2203: 2113: 2086:An important variation is the 2041: 2035: 2030: 2024: 1999: 1989: 1959: 1953: 1937: 1931: 1922: 1916: 1871: 1859: 1775: 1763: 1714: 1711: 1699: 1696: 1641: 1635: 1609: 1597: 1518: 1515: 1503: 1500: 1458: 1452: 1424: 1421: 1409: 1406: 1326: 1314: 1268: 1262: 1234: 1222: 1063: 1057: 1008: 996: 989:supported on a given interval 919: 906: 857: 850: 799: 786: 750: 737: 655: 641: 508: 496: 481: 469: 255: 249: 239: 233: 162: 156: 1: 2841:Optimization in vector spaces 2684: 2075: 415:, asking whether there is a 2592:Trigonometric moment problem 1720:{\displaystyle f\in C_{c}()} 1562:Riesz representation theorem 549: 530:trigonometric moment problem 7: 2555: 1798:Uniqueness (or determinacy) 1790: 1752: 1566: 1550: 1362:) holds, one can apply the 1358: 1346: 487:{\displaystyle [0,\infty )} 45:{\displaystyle \sigma ^{2}} 10: 2857: 2766:SchmĂĽdgen, Konrad (2017). 2638:KreÄ­n & Nudel′man 1977 2623:Shohat & Tamarkin 1943 2079: 1801: 1364:M. Riesz extension theorem 546:instead of the real line. 310:In the classical setting, 2776:10.1007/978-3-319-64546-9 2691:Shohat, James Alexander; 52:(as well as all further 2597: 2587:Stieltjes moment problem 2577:Hausdorff moment problem 2567:Hamburger moment problem 2123:Theorem (FrĂ©chet-Shohat) 2088:truncated moment problem 1886:log-normal distributions 1788:, one can reformulate ( 1379:{\displaystyle \varphi } 1307:that is non-negative on 1044:that sends a polynomial 1037:{\displaystyle \varphi } 889:{\displaystyle \Lambda } 831:{\displaystyle \Lambda } 720:{\displaystyle \Lambda } 460:Stieltjes moment problem 432:Hamburger moment problem 2836:Real algebraic geometry 2070:characteristic function 1430:{\displaystyle C_{c}()} 1386:to a functional on the 2697:The Problem of Moments 2545: 2510: 2483: 2350: 2301: 2268: 2169: 2142: 2096:moments (for a finite 2058: 1985: 1878: 1826: 1782: 1744: 1721: 1664: 1616: 1584: 1538: 1471: 1431: 1380: 1333: 1301: 1281: 1241: 1209: 1189: 1159: 1103: 1038: 1015: 983: 963: 890: 870: 832: 812: 770: 721: 705:positive semi-definite 694: 625: 595: 575: 554:A sequence of numbers 515: 488: 452: 405: 348: 324: 296: 266: 173: 89: 61: 46: 2831:Mathematical problems 2811:Mathematical analysis 2546: 2511: 2509:{\textstyle \nu _{n}} 2484: 2351: 2349:{\textstyle \nu _{n}} 2317:central limit theorem 2302: 2269: 2170: 2168:{\textstyle \mu _{n}} 2143: 2059: 1965: 1879: 1827: 1783: 1745: 1722: 1665: 1617: 1585: 1539: 1472: 1432: 1381: 1334: 1302: 1282: 1242: 1210: 1190: 1188:{\displaystyle m_{k}} 1160: 1104: 1039: 1016: 984: 964: 891: 871: 833: 813: 771: 722: 695: 626: 624:{\displaystyle H_{n}} 596: 576: 574:{\displaystyle m_{n}} 516: 489: 453: 406: 349: 325: 297: 295:{\displaystyle M_{n}} 267: 174: 90: 47: 24: 2826:Moment (mathematics) 2821:Probability problems 2582:Moment (mathematics) 2562:Carleman's condition 2520: 2493: 2360: 2333: 2313:Carleman's condition 2278: 2179: 2152: 2132: 1907: 1898:Dirac delta function 1856: 1850:continuous functions 1836:, which states that 1825:{\displaystyle \mu } 1816: 1804:Carleman's condition 1760: 1743:{\displaystyle \mu } 1734: 1677: 1629: 1594: 1583:{\displaystyle \mu } 1574: 1481: 1446: 1393: 1370: 1311: 1291: 1256: 1219: 1208:{\displaystyle \mu } 1199: 1172: 1119: 1051: 1028: 993: 982:{\displaystyle \mu } 973: 900: 880: 842: 838:can be extended to 822: 780: 731: 711: 638: 608: 594:{\displaystyle \mu } 585: 558: 493: 466: 451:{\displaystyle \mu } 442: 358: 338: 330:is a measure on the 323:{\displaystyle \mu } 314: 279: 189: 105: 88:{\displaystyle \mu } 79: 29: 2544:{\textstyle N(0,1)} 2327: —  2126: —  1287:for any polynomial 942: 544:complex unit circle 536:and the support of 417:probability measure 222: 138: 95:to the sequence of 58:normal distribution 2768:The Moment Problem 2693:Tamarkin, Jacob D. 2541: 2506: 2479: 2346: 2325: 2297: 2264: 2210: 2165: 2138: 2124: 2108:probability theory 2054: 1874: 1822: 1812:The uniqueness of 1778: 1750:is equivalent to ( 1740: 1717: 1660: 1612: 1580: 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2298: 2290: 2289: 2273: 2271: 2270: 2265: 2251: 2250: 2238: 2234: 2233: 2220: 2219: 2209: 2174: 2172: 2171: 2166: 2164: 2163: 2147: 2145: 2144: 2139: 2127: 2101: 2095: 2063: 2061: 2060: 2055: 2053: 2052: 2034: 2033: 2018: 2016: 2008: 2007: 2006: 1987: 1984: 1979: 1883: 1881: 1880: 1877:{\displaystyle } 1875: 1848:in the space of 1831: 1829: 1828: 1823: 1787: 1785: 1784: 1781:{\displaystyle } 1779: 1749: 1747: 1746: 1741: 1726: 1724: 1723: 1718: 1695: 1694: 1669: 1667: 1666: 1661: 1621: 1619: 1618: 1615:{\displaystyle } 1613: 1589: 1587: 1586: 1581: 1552: 1543: 1541: 1540: 1535: 1499: 1498: 1476: 1474: 1473: 1468: 1440: 1436: 1434: 1433: 1428: 1405: 1404: 1385: 1383: 1382: 1377: 1356:Vice versa, if ( 1348: 1338: 1336: 1335: 1332:{\displaystyle } 1330: 1306: 1304: 1303: 1298: 1286: 1284: 1283: 1278: 1250: 1246: 1244: 1243: 1240:{\displaystyle } 1238: 1214: 1212: 1211: 1206: 1194: 1192: 1191: 1186: 1184: 1183: 1164: 1162: 1161: 1156: 1151: 1150: 1141: 1140: 1130: 1108: 1106: 1105: 1100: 1098: 1097: 1088: 1087: 1077: 1043: 1041: 1040: 1035: 1020: 1018: 1017: 1014:{\displaystyle } 1012: 988: 986: 985: 980: 968: 966: 965: 960: 952: 951: 941: 936: 918: 917: 895: 893: 892: 887: 875: 873: 872: 867: 865: 864: 849: 837: 835: 834: 829: 817: 815: 814: 809: 798: 797: 775: 773: 772: 767: 765: 764: 749: 748: 726: 724: 723: 718: 699: 697: 696: 691: 685: 684: 666: 665: 653: 652: 630: 628: 627: 622: 620: 619: 600: 598: 597: 592: 580: 578: 577: 572: 570: 569: 541: 526:complex analysis 520: 518: 517: 514:{\displaystyle } 512: 491: 490: 485: 457: 455: 454: 449: 410: 408: 407: 402: 373: 372: 354:is the sequence 353: 351: 350: 345: 329: 327: 326: 321: 301: 299: 298: 293: 291: 290: 271: 269: 268: 263: 232: 231: 221: 216: 201: 200: 178: 176: 175: 170: 148: 147: 137: 132: 117: 116: 94: 92: 91: 86: 51: 49: 48: 43: 41: 40: 2856: 2855: 2851: 2850: 2849: 2847: 2846: 2845: 2801: 2800: 2786: 2751: 2707: 2687: 2682: 2681: 2673: 2666: 2660: 2656: 2648: 2644: 2636: 2629: 2621: 2617: 2609: 2605: 2600: 2558: 2553: 2521: 2518: 2517: 2500: 2496: 2494: 2491: 2490: 2464: 2460: 2442: 2438: 2419: 2415: 2414: 2397: 2395: 2383: 2379: 2367: 2363: 2361: 2358: 2357: 2340: 2336: 2334: 2331: 2330: 2326: 2309: 2285: 2281: 2279: 2276: 2275: 2246: 2242: 2229: 2225: 2221: 2215: 2211: 2199: 2180: 2177: 2176: 2159: 2155: 2153: 2150: 2149: 2133: 2130: 2129: 2125: 2116: 2097: 2091: 2084: 2078: 2048: 2044: 2023: 2019: 2009: 2002: 1998: 1988: 1986: 1980: 1969: 1908: 1905: 1904: 1894: 1892:Formal solution 1857: 1854: 1853: 1817: 1814: 1813: 1810: 1800: 1761: 1758: 1757: 1735: 1732: 1731: 1690: 1686: 1678: 1675: 1674: 1630: 1627: 1626: 1595: 1592: 1591: 1575: 1572: 1571: 1494: 1490: 1482: 1479: 1478: 1447: 1444: 1443: 1400: 1396: 1394: 1391: 1390: 1371: 1368: 1367: 1312: 1309: 1308: 1292: 1289: 1288: 1257: 1254: 1253: 1220: 1217: 1216: 1200: 1197: 1196: 1179: 1175: 1173: 1170: 1169: 1146: 1142: 1136: 1132: 1126: 1120: 1117: 1116: 1093: 1089: 1083: 1079: 1073: 1052: 1049: 1048: 1029: 1026: 1025: 994: 991: 990: 974: 971: 970: 947: 943: 937: 929: 913: 909: 901: 898: 897: 881: 878: 877: 860: 856: 845: 843: 840: 839: 823: 820: 819: 793: 789: 781: 778: 777: 760: 756: 744: 740: 732: 729: 728: 712: 709: 708: 674: 670: 658: 654: 648: 644: 639: 636: 635: 615: 611: 609: 606: 605: 603:Hankel matrices 586: 583: 582: 565: 561: 559: 556: 555: 552: 537: 494: 467: 464: 463: 443: 440: 439: 368: 364: 359: 356: 355: 339: 336: 335: 315: 312: 311: 308: 286: 282: 280: 277: 276: 227: 223: 217: 209: 196: 192: 190: 187: 186: 143: 139: 133: 125: 112: 108: 106: 103: 102: 80: 77: 76: 36: 32: 30: 27: 26: 19: 12: 11: 5: 2854: 2844: 2843: 2838: 2833: 2828: 2823: 2818: 2816:Hilbert spaces 2813: 2799: 2798: 2784: 2763: 2749: 2728: 2711: 2705: 2686: 2683: 2680: 2679: 2654: 2642: 2627: 2615: 2613:, p. 257. 2611:SchmĂĽdgen 2017 2602: 2601: 2599: 2596: 2595: 2594: 2589: 2584: 2579: 2574: 2569: 2564: 2557: 2554: 2540: 2537: 2534: 2531: 2528: 2525: 2503: 2499: 2478: 2475: 2472: 2467: 2463: 2459: 2454: 2451: 2448: 2445: 2441: 2436: 2430: 2427: 2422: 2418: 2412: 2409: 2406: 2403: 2400: 2394: 2391: 2386: 2382: 2378: 2373: 2370: 2366: 2343: 2339: 2321: 2296: 2293: 2288: 2284: 2263: 2260: 2257: 2254: 2249: 2245: 2241: 2237: 2232: 2228: 2224: 2218: 2214: 2208: 2205: 2202: 2198: 2193: 2190: 2187: 2184: 2175:are such that 2162: 2158: 2137: 2120: 2115: 2112: 2077: 2074: 2066: 2065: 2051: 2047: 2043: 2040: 2037: 2032: 2029: 2026: 2022: 2015: 2012: 2005: 2001: 1997: 1994: 1991: 1983: 1978: 1975: 1972: 1968: 1964: 1961: 1958: 1955: 1952: 1948: 1945: 1942: 1939: 1936: 1933: 1930: 1927: 1924: 1921: 1918: 1915: 1912: 1893: 1890: 1873: 1870: 1867: 1864: 1861: 1821: 1799: 1796: 1777: 1774: 1771: 1768: 1765: 1739: 1716: 1713: 1710: 1707: 1704: 1701: 1698: 1693: 1689: 1685: 1682: 1671: 1670: 1659: 1656: 1652: 1649: 1646: 1643: 1640: 1637: 1634: 1611: 1608: 1605: 1602: 1599: 1579: 1556: 1555: 1546: 1544: 1533: 1530: 1527: 1523: 1520: 1517: 1514: 1511: 1508: 1505: 1502: 1497: 1493: 1489: 1486: 1466: 1463: 1460: 1457: 1454: 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111: 84: 70:moment problem 39: 35: 17: 9: 6: 4: 3: 2: 2853: 2842: 2839: 2837: 2834: 2832: 2829: 2827: 2824: 2822: 2819: 2817: 2814: 2812: 2809: 2808: 2806: 2795: 2791: 2787: 2781: 2777: 2773: 2769: 2764: 2760: 2756: 2752: 2746: 2742: 2738: 2734: 2729: 2723: 2722: 2716: 2712: 2708: 2702: 2698: 2694: 2689: 2688: 2672: 2665: 2658: 2651: 2650:Akhiezer 1965 2646: 2639: 2634: 2632: 2624: 2619: 2612: 2607: 2603: 2593: 2590: 2588: 2585: 2583: 2580: 2578: 2575: 2573: 2572:Hankel matrix 2570: 2568: 2565: 2563: 2560: 2559: 2552: 2535: 2532: 2529: 2523: 2516:converges to 2501: 2497: 2476: 2465: 2461: 2452: 2449: 2446: 2443: 2439: 2434: 2428: 2425: 2420: 2416: 2410: 2404: 2401: 2384: 2380: 2371: 2368: 2364: 2341: 2337: 2320: 2318: 2314: 2308: 2294: 2286: 2282: 2261: 2255: 2247: 2243: 2239: 2235: 2230: 2226: 2222: 2216: 2212: 2200: 2191: 2188: 2185: 2160: 2156: 2135: 2119: 2111: 2109: 2105: 2100: 2094: 2089: 2083: 2073: 2071: 2049: 2045: 2038: 2027: 2020: 2013: 2010: 2003: 1995: 1992: 1976: 1973: 1970: 1966: 1962: 1956: 1950: 1946: 1943: 1940: 1934: 1928: 1925: 1919: 1913: 1910: 1903: 1902: 1901: 1899: 1889: 1887: 1868: 1865: 1862: 1851: 1847: 1843: 1839: 1835: 1819: 1809: 1805: 1795: 1793: 1792: 1772: 1769: 1766: 1755: 1754: 1737: 1728: 1708: 1705: 1702: 1691: 1687: 1683: 1680: 1657: 1654: 1650: 1647: 1644: 1638: 1632: 1625: 1624: 1623: 1606: 1603: 1600: 1590:supported on 1577: 1569: 1568: 1563: 1554: 1547: 1545: 1531: 1528: 1525: 1521: 1512: 1509: 1506: 1495: 1491: 1487: 1484: 1464: 1461: 1455: 1449: 1442: 1441: 1438: 1418: 1415: 1412: 1401: 1397: 1389: 1373: 1365: 1361: 1360: 1350: 1343: 1341: 1323: 1320: 1317: 1294: 1274: 1271: 1265: 1259: 1252: 1251: 1248: 1231: 1228: 1225: 1215:supported on 1202: 1180: 1176: 1152: 1147: 1143: 1137: 1133: 1127: 1123: 1115: 1114: 1113: 1094: 1090: 1084: 1080: 1074: 1070: 1066: 1060: 1054: 1047: 1046: 1045: 1031: 1022: 1005: 1002: 999: 976: 956: 953: 948: 944: 930: 926: 922: 914: 910: 861: 853: 805: 802: 794: 790: 761: 757: 753: 745: 741: 706: 687: 681: 678: 675: 671: 667: 662: 659: 649: 645: 634: 633: 632: 616: 612: 604: 588: 566: 562: 547: 545: 540: 535: 531: 527: 522: 505: 502: 499: 475: 472: 461: 445: 437: 434:in which the 433: 428: 426: 422: 418: 414: 395: 392: 389: 386: 383: 380: 377: 374: 369: 365: 341: 333: 317: 303: 287: 283: 259: 252: 246: 243: 236: 228: 224: 210: 206: 202: 197: 193: 185: 184: 183: 166: 159: 153: 150: 144: 140: 126: 122: 118: 113: 109: 101: 100: 99: 98: 82: 75: 71: 67: 59: 56:equal 0) the 55: 37: 33: 23: 16: 2767: 2732: 2720: 2696: 2657: 2645: 2618: 2606: 2322: 2311:By checking 2310: 2121: 2117: 2098: 2092: 2085: 2067: 1895: 1846:uniform norm 1811: 1789: 1751: 1729: 1672: 1622:, such that 1565: 1559: 1548: 1357: 1355: 1344: 1167: 1111: 1023: 702: 553: 538: 523: 429: 309: 306:Introduction 274: 181: 69: 63: 15: 2114:Probability 1838:polynomials 1437:), so that 1366:and extend 66:mathematics 2805:Categories 2685:References 2080:See also: 2076:Variations 1844:under the 1802:See also: 1673:for every 727:such that 703:should be 2794:0072-5285 2759:0065-9282 2498:ν 2474:→ 2462:ν 2393:→ 2381:ν 2338:ν 2324:Corollary 2295:μ 2292:→ 2283:μ 2256:μ 2227:μ 2207:∞ 2204:→ 2189:≥ 2183:∀ 2157:μ 2136:μ 2021:δ 1993:− 1982:∞ 1967:∑ 1951:ρ 1929:ρ 1914:μ 1820:μ 1738:μ 1684:∈ 1658:μ 1648:∫ 1633:φ 1578:μ 1529:≥ 1488:∈ 1477:for any 1462:≥ 1450:φ 1374:φ 1272:≥ 1260:φ 1203:μ 1124:∑ 1071:∑ 1032:φ 977:μ 957:μ 939:∞ 934:∞ 931:− 927:∫ 904:Λ 884:Λ 862:∗ 826:Λ 803:≥ 784:Λ 735:Λ 715:Λ 589:μ 550:Existence 479:∞ 446:μ 396:… 332:real line 318:μ 247:μ 219:∞ 214:∞ 211:− 207:∫ 154:μ 135:∞ 130:∞ 127:− 123:∫ 83:μ 54:cumulants 34:σ 2717:(1965). 2695:(1943). 2671:Archived 2556:See also 2356:satisfy 425:variance 1560:By the 542:is the 528:as the 436:support 97:moments 74:measure 2792:  2782:  2757:  2747:  2703:  539:μ 462:, for 334:, and 2674:(PDF) 2667:(PDF) 2598:Notes 2489:then 2274:then 1842:dense 776:and 2790:ISSN 2780:ISBN 2755:ISSN 2745:ISBN 2701:ISBN 1840:are 1806:and 421:mean 68:, a 2772:doi 2737:doi 2197:lim 2128:If 1900:as 1852:on 1564:, ( 1168:If 1112:to 438:of 64:In 2807:: 2788:. 2778:. 2753:. 2743:. 2669:. 2630:^ 2319:: 2110:. 2072:. 1727:. 1532:0. 1021:. 631:, 521:. 423:, 302:. 2796:. 2774:: 2761:. 2739:: 2709:. 2652:. 2640:. 2625:. 2539:) 2536:1 2533:, 2530:0 2527:( 2524:N 2502:n 2477:0 2471:] 2466:n 2458:[ 2453:1 2450:+ 2447:k 2444:2 2440:m 2435:; 2429:! 2426:k 2421:k 2417:2 2411:! 2408:) 2405:k 2402:2 2399:( 2390:] 2385:n 2377:[ 2372:k 2369:2 2365:m 2342:n 2287:n 2262:, 2259:] 2253:[ 2248:k 2244:m 2240:= 2236:] 2231:n 2223:[ 2217:k 2213:m 2201:n 2192:0 2186:k 2161:n 2099:k 2093:k 2064:. 2050:n 2046:m 2042:) 2039:x 2036:( 2031:) 2028:n 2025:( 2014:! 2011:n 2004:n 2000:) 1996:1 1990:( 1977:0 1974:= 1971:n 1963:= 1960:) 1957:x 1954:( 1947:, 1944:x 1941:d 1938:) 1935:x 1932:( 1926:= 1923:) 1920:x 1917:( 1911:d 1872:] 1869:1 1866:, 1863:0 1860:[ 1791:1 1776:] 1773:b 1770:, 1767:a 1764:[ 1753:1 1715:) 1712:] 1709:b 1706:, 1703:a 1700:[ 1697:( 1692:c 1688:C 1681:f 1655:d 1651:f 1645:= 1642:) 1639:f 1636:( 1610:] 1607:b 1604:, 1601:a 1598:[ 1567:2 1553:) 1551:2 1549:( 1526:f 1522:, 1519:) 1516:] 1513:b 1510:, 1507:a 1504:[ 1501:( 1496:c 1492:C 1485:f 1465:0 1459:) 1456:f 1453:( 1425:) 1422:] 1419:b 1416:, 1413:a 1410:[ 1407:( 1402:c 1398:C 1359:1 1349:) 1347:1 1345:( 1339:. 1327:] 1324:b 1321:, 1318:a 1315:[ 1295:P 1275:0 1269:) 1266:P 1263:( 1235:] 1232:b 1229:, 1226:a 1223:[ 1181:k 1177:m 1153:. 1148:k 1144:m 1138:k 1134:a 1128:k 1095:k 1091:x 1085:k 1081:a 1075:k 1067:= 1064:) 1061:x 1058:( 1055:P 1009:] 1006:b 1003:, 1000:a 997:[ 954:d 949:n 945:x 923:= 920:) 915:n 911:x 907:( 858:] 854:x 851:[ 847:R 806:0 800:) 795:2 791:f 787:( 762:n 758:m 754:= 751:) 746:n 742:x 738:( 688:, 682:j 679:+ 676:i 672:m 668:= 663:j 660:i 656:) 650:n 646:H 642:( 617:n 613:H 567:n 563:m 509:] 506:1 503:, 500:0 497:[ 482:) 476:, 473:0 470:[ 399:} 393:, 390:2 387:, 384:1 381:= 378:n 375:: 370:n 366:x 362:{ 342:M 288:n 284:M 260:. 256:) 253:x 250:( 244:d 240:) 237:x 234:( 229:n 225:M 203:= 198:n 194:m 167:. 163:) 160:x 157:( 151:d 145:n 141:x 119:= 114:n 110:m 38:2

Index


cumulants
normal distribution
mathematics
measure
moments
real line
probability theory
probability measure
mean
variance
Hamburger moment problem
support
Stieltjes moment problem
complex analysis
trigonometric moment problem
Toeplitz matrices
complex unit circle
Hankel matrices
positive semi-definite
1
M. Riesz extension theorem
space of continuous functions with compact support
Riesz representation theorem
2
1
1
Carleman's condition
Krein's condition
Weierstrass approximation theorem

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