On certain non-unique solutions of the Stieltjes moment problem

MaRDI QIDQ3575488zbMATH OpenFDO

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

Publication date 27 July 2010

Full work available at URL https://arxiv.org/abs/0909.4846, https://www.dmtcs.org/dmtcs-ojs/index.php/dmtcs/article/view/1351/0.html

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)

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 $[(rn)!{]}^p$, $p=3,4,\mathrm{...}$.

Recommendations

• A note on the Carleman condition for determinacy of moment problems
• scientific article; zbMATH DE number 3855718
• Solution of the Stieltjes Truncated Moment Problem
• General Stieltjes moment problems for rapidly decreasing smooth functions
• Stieltjes classes for moment-indeterminate probability distributions

Cited in

(19)

• Coherence, squeezing and entanglement: an example of peaceful coexistence
• A Strong Stieltjes Moment Problem
• Explicit representations for multiscale Lévy processes and asymptotics of multifractal conservation laws
• Recent developments on the moment problem
• On a nonlinear moments problem
• Mittag-Leffler function and fractional differential equations
• Coherent states for the quantum complete rigid rotor
• Subordination and memory dependent kinetics in diffusion and relaxation phenomena
• Stieltjes moment problem and fractional moments
• Quasiclassical asymptotics and coherent states for bounded discrete spectra
• Characterization of solutions to the Stieltjes-Wigert moment problem
• A new proof that the product of three or more exponential random variables is moment-indeterminate
• scientific article; zbMATH DE number 3907076 (Why is no real title available?)
• The moment problem associated with the Stieltjes-Wigert polynomials
• Solutions of the strong Stieltjes moment problem
• On generalized stable and related laws
• Moment determinacy of powers and products of nonnegative random variables
• On completeness of coherent states in noncommutative spaces with the generalised uncertainty principle
• A family of heat functions as solutions of indeterminate moment problems

This page was built for publication: On certain non-unique solutions of the Stieltjes moment problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3575488)