On certain non-unique solutions of the Stieltjes moment problem

zbMATH Open1213.60043arXiv0909.4846MaRDI QIDQ3575488FDOQ3575488

K. A. Penson, Andrzej Horzela, A. I. Solomon, Pawel Blasiak, G. H. E Duchamp

Publication date: 27 July 2010

Abstract: We construct explicit solutions of a number of Stieltjes moment problems based on moments of the form ${ho}_1^{(r)}(n)=(2rn)!$ and ${ho}_2^{(r)}(n)=[(rn)!{]}^2$, $r=1,2,\mathrm{...}$, $n=0,1,2,\mathrm{...}$, extit{i.e.} we find functions $W_{1,2}^{(r)}(x)>0$ satisfying $in{t}_0^{infty}{x}^n{W}_{1,2}^{(r)}(x)dx={ho}_{1,2}^{(r)}(n)$. It is shown using criteria for uniqueness and non-uniqueness (Carleman, Krein, Berg, Pakes, Stoyanov) that for $r>1$ both ${ho}_{1,2}^{(r)}(n)$ give rise to non-unique solutions. Examples of such solutions are constructed using the technique of the inverse Mellin transform supplemented by a Mellin convolution. We outline a general method of generating non-unique solutions for moment problems generalizing ${ho}_{1,2}^{(r)}(n)$, such as the product ${ho}_1^{(r)}(n)cdot{ho}_2^{(r)}(n)$ and $[(rn)!{]}^p$, $p=3,4,\mathrm{...}$.

Full work available at URL: https://arxiv.org/abs/0909.4846

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zbMATH Keywords

Mellin transformStieltjes moment problemclassical moment problem

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99) Moment problems (44A60)

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