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Stieltjes moment problem : ウィキペディア英語版
Stieltjes moment problem
In mathematics, the Stieltjes moment problem, named after Thomas Joannes Stieltjes, seeks necessary and sufficient conditions for a sequence to be of the form
:m_n=\int_0^\infty x^n\,d\mu(x)\,
for some measure ''μ''. If such a function ''μ'' exists, one asks whether it is unique.
The essential difference between this and other well-known moment problems is that this is on a half-line [0, ∞), whereas in the Hausdorff moment problem one considers a bounded interval [0, 1], and in the Hamburger moment problem one considers the whole line (−∞, ∞).
==Existence==
Let
:\Delta_n=\left(& m_1 & m_2 & \cdots & m_ \\
m_1 & m_2 & m_3 & \cdots & m_ \\
m_2& m_3 & m_4 & \cdots & m_ \\
\vdots & \vdots & \vdots & \ddots & \vdots \\
m_ & m_ & m_ & \cdots & m_
\end\right )
and
:\Delta_n^=\left(& m_2 & m_3 & \cdots & m_ \\
m_2 & m_3 & m_4 & \cdots & m_ \\
m_3 & m_4 & m_5 & \cdots & m_ \\
\vdots & \vdots & \vdots & \ddots & \vdots \\
m_ & m_ & m_ & \cdots & m_
\end\right ).
Then is a moment sequence of some measure on [0,\infty) with infinite support if and only if for all ''n'', both
:\det(\Delta_n) > 0\ \mathrm\ \det\left(\Delta_n^\right) > 0.
is a moment sequence of some measure on [0,\infty) with finite support of size ''m'' if and only if for all n \leq m, both
:\det(\Delta_n) > 0\ \mathrm\ \det\left(\Delta_n^\right) > 0
and for all larger n
:\det(\Delta_n) = 0\ \mathrm\ \det\left(\Delta_n^\right) = 0.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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