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Stieltjes transformation : ウィキペディア英語版
Stieltjes transformation
In mathematics, the Stieltjes transformation ''S''ρ(''z'') of a measure of density ρ on a real interval ''I'' is the function of the complex variable ''z'' defined outside ''I'' by the formula
:S_(z)=\int_I\frac, \qquad t \in I \subset \mathbb, \; z \in \mathbb \backslash \mathbb
Under certain conditions we can reconstitute the density function ρ starting from its Stieltjes transformation thanks to the inverse formula of Stieltjes-Perron. For example, if the density ρ is continuous throughout ''I'', one will have inside this interval
:\rho(x)=\underset(x-i\varepsilon)-S_(x+i\varepsilon)}.
==Connections with moments of measures==
(詳細はmoments of any order defined for each integer by the equality
:m_=\int_I t^n\,\rho(t)\,dt,
then the Stieltjes transformation of ρ admits for each integer ''n'' the asymptotic expansion in the neighbourhood of infinity given by
:S_(z)=\sum_^\frac(z)=\sum_^\frac{z^{n+1}}.

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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