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Moment Problem


The moment problem, also called "Hausdorff's moment problem" or the "little moment problem," may be stated as follows. Given a sequence of numbers {mu_n}_(n=0)^infty, under what conditions is it possible to determine a function alpha(t) of bounded variation in the interval (0,1) such that

 mu_n=int_0^1t^ndalpha(t)

for n=0, 1, .... Such a sequence is called a moment sequence, and Hausdorff (1921ab) was the first to obtain necessary and sufficient conditions for a sequence to be a moment sequence.


See also

Moment, Moment Sequence

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References

Hausdorff, F. "Summationsmethoden und Momentfolgen. I." Math. Z. 9, 74-109, 1921a.Hausdorff, F. "Summationsmethoden und Momentfolgen. II." Math. Z. 9, 280-299, 1921b.Leviatan, D. "A Generalized Moment Problem." Israel J. Math. 5, 97-103, 1967.Widder, D. V. "The Moment Problem." Ch. 3 in The Laplace Transform. Princeton, NJ: Princeton University Press, pp. 100-101, 1941.

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Moment Problem

Cite this as:

Weisstein, Eric W. "Moment Problem." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/MomentProblem.html

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