Solving the general truncated moment problem by the \(r\)-generalized Fibonacci sequences method (Q5933421): Difference between revisions

The authors discuss the following moment problem: given a closed subset \(K\) of \(\mathbb{R}\) and a given sequence \((s_k)_{k=0}^n\) of real numbers, find a measure \(\mu\) (not necessarily nonnegative) supported by \(K\) such that \(\int_K t^k d\mu(t)=s_k\) (\(k=0,\ldots,n\)). In contrast to the case when \(\mu\) is nonnegative, this problem always has a solution. For example, a discrete measure that solves the truncated moment problem (with \(n=r<\infty\)) can be constructed as follows: let \(\lambda_1<\cdots<\lambda_r\) and let \(\rho_1,\dots,\rho_r\) satisfy the Vandermonde system \(\rho_1\lambda_1^k+\cdots+\rho_r\lambda_r^k=s_k\) (\(k=0,\dots,r-1\)). Then the discrete measure \(\mu\) having masses \(\rho_j\) at \(\lambda_j\) (for \(j=1,\dots,r\)) is a solution of the problem.