Existence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems

Details Existence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems Existence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems

2008-09-22

arxiv.org/abs/0809.3714v1

SIAM J. Appl. Math. 68, 6 (2008) 1618-1640

Mathematics

Numerical Analysis

Scientific paper

10.1137/070692510

We consider a class of finite Markov moment problems with arbitrary number of
positive and negative branches. We show criteria for the existence and
uniqueness of solutions, and we characterize in detail the non-unique solution
families. Moreover, we present a constructive algorithm to solve the moment
problems numerically and prove that the algorithm computes the right solution.

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