70 research outputs found
Existence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems
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.Inverse problems, finite Markov moment problem, exponential transform.
Existence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems
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
Resolution of the finite Markov moment problem
We expose in full detail a constructive procedure to invert the so--called
"finite Markov moment problem". The proofs rely on the general theory of
Toeplitz matrices together with the classical Newton's relations
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