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

Abstract
We consider a class of finite Markov moment problems with an arbitrary number of positive and negative branches. We show criteria for the existence and uniqueness of solutions, and we characterize in detail the nonunique solution families. Moreover, we present a constructive algorithm to solve the moment problems numerically and prove that the algorithm computes the right solution.
Anno
2008
Autori IAC
Tipo pubblicazione
Altri Autori
Gosse L., Runborg O.
Editore
Society for Industrial and Applied Mathematics,
Rivista
SIAM journal on applied mathematics (Print)