scientific article; zbMATH DE number 1100440
canonical momentscontinued fractionsHankel determinantsorthogonal polynomialstrigonometric functions
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to special functions (33-01) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Optimal statistical designs (62K05)
This monograph describes the theory and application of canonical moments of probability measures on intervals of the real line and measures on the circle. For a given probability measure \(\mu\) on the interval \([a,b]\) the ordinary moments are given by \(c_k= c_k (\mu)= \int^b_a x^kd \mu(x)\), \(\kappa\geq 1\). Let \(\underline c_k= \underline c_k(\mu)= \min_\eta c_k (\eta)\) and \(\overline c_k= \overline c_k(\mu) =\max_\eta c_k (\eta)\), where the minimum and maximum are taken over those probability measures \(\eta\) for which the moments up to degree \(k-1\) coincide with the moments of \(\mu\), that is, \(c_i(\eta) =c_i(\mu)\) for \(i\leq k-1\). The canonical moments are given by \(p_k= (c_k- \underline c_k)/(\overline c_k-\underline c_k)\), \(k\geq 1\). The material of the book is covered in 10 chapters with a bibliography. The topics include: (1) definition of canonical moments, geometrically and as ratios of Hankel determinants; (2) orthogonal polynomials viewed geometrically as hyperplanes to moment spaces; (3) continued fractions and their link between ordinary moments and canonical moments; (4) the relationships between canonical moments for the circle and trigonometric functions; and (6) the relationship of canonical moments to statistics, probability and analysis.
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