107 research outputs found

    Resolution of the finite Markov moment problem

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    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

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

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    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

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    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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