The early history of the moment problem (Q1209760): Difference between revisions

The moment problem arose around 1892 when Stieltjes worked on continued fractions \(S(z)\), \(z\) complex, for definite integrals, pursuing ideas of Laguerre. Among the results which Stieltjes communicated to Hermite at that time one finds the observation that \(\int^ \infty_ 0u^ k(f(u)- g(u))du=0\) for all \(k=0,1,2,\dots\) though \(f\neq g\), where \(f\) and \(g\) are related to the even and odd convergents of \(S(z)\). Stieltjes was interested in the moment problem mainly as a tool for his theory of analytic continued fractions. Similar remarks apply to work of Grommer 1914 and of Hamburger around 1920, though the latter already underlined that the moment problem, formulated by now for integrals from \(-\infty\) to \(+\infty\), deserved interest in its own right. At the same time Hausdorff arrived at the problem for a finite interval in his work on summability. In subsequent work of Nevanlinna and M. Riesz the problem became disconnected from its roots in continued fractions.