Vague convergence in the truncated moment problem (Q1204493)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vague convergence in the truncated moment problem |
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Vague convergence in the truncated moment problem (English)
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10 March 1993
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The author proves the result of \textit{L. R. Mead} and \textit{N. Papanicolaou} [J. Math. Phys. 25, 2404-2417 (1984)] without the assumption of absolute continuity and without the use of maximum entropy, more precisely, if \(\mu_ n\) is any probability measure that solves the truncated moment problem, viz. that satisfies the moment constraints upto order \(K=n\), then the sequence \(\{\mu_ n\}\) converges vaguely to \(\mu\), the unique solution of the Hausdorff moment problem.
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vague convergence
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truncated moment problem
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Hausdorff moment problem
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