Existence, Uniqueness, and a Constructive Solution Algorithm for a Class of Finite Markov Moment Problems
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Publication:3549335
DOI10.1137/070692510zbMATH Open1158.65010arXiv0809.3714OpenAlexW3098482641MaRDI QIDQ3549335FDOQ3549335
Authors: Laurent Gosse, Olof Runborg 
Publication date: 22 December 2008
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Abstract: We consider a class of finite Markov moment problems with arbitrary number of positive and negative branches. We show criteria for the existence and uniqueness of solutions, and we characterize in detail the non-unique solution families. Moreover, we present a constructive algorithm to solve the moment problems numerically and prove that the algorithm computes the right solution.
Full work available at URL: https://arxiv.org/abs/0809.3714
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