Existence, Uniqueness, and a Constructive Solution Algorithm for a Class of Finite Markov Moment Problems

DOI10.1137/070692510zbMath1158.65010arXiv0809.3714OpenAlexW3098482641MaRDI QIDQ3549335

Laurent Gosse, Olof Runborg

Publication date: 22 December 2008

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.3714

zbMATH Keywords

algorithminverse problemsexponential transformFinite Markov moment problem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Numerical computation of solutions to systems of equations (65H10) Moment problems (44A60)

Related Items (4)

Solving composite sum of powers via Padé approximation and orthogonal polynomials with application to optimal PWM problem ⋮ New results on Markov moment problem ⋮ Regularization method for the generalized moment problem in a functional reproducing kernel Hilbert space ⋮ Almost power sum systems

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