Moment Problem - Introduction

Introduction

In the classical setting, μ is a measure on the real line, and M is in the sequence { xn : n = 0, 1, 2, ... } In this form the question appears in probability theory, asking whether there is a probability measure having specified mean, variance and so on, and whether it is unique.

There are three named classical moment problems: the Hamburger moment problem in which the support of μ is allowed to be the whole real line; the Stieltjes moment problem, for .

Read more about this topic:  Moment Problem

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