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)