Constructing measures with identical moments

DOI10.1090/PROC/13585zbMATH Open1378.30017arXiv1607.08003OpenAlexW2508432813MaRDI QIDQ5351802FDOQ5351802

Authors:

Publication date: 30 August 2017

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: The Nevanlinna parametrization establishes a bijection between the class of all measures having a prescribed set of moments and the class of Pick functions. The fact that all measures constructed through the Nevanlinna parametrization have identical moments follows from the theory of orthogonal polynomials and continued fractions. In this paper we explore the opposite direction: we construct a set of measures and we show that they all have identical moments, and then we establish a Nevanlinna-type parametrization for this set of measures. Our construction does not require the theory of orthogonal polynomials and it exposes the analytic structure behind the Nevanlinna parametrization.

Full work available at URL: https://arxiv.org/abs/1607.08003

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zbMATH Keywords

Pick functionsNevanlinna parametrizationHamburger indeterminate moment problem

Mathematics Subject Classification ID

Moment problems and interpolation problems in the complex plane (30E05) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20)

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Cited In (1)

• The Nevanlinna parametrization and the indeterminate Stieltjes moment problem

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