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Comptes Rendus Mathématique
Volume 341, n° 12
pages 775-780 (décembre 2005)
Doi : 10.1016/j.crma.2005.10.009
Received : 29 August 2005 ;  accepted : 11 October 2005
Resolution of the finite Markov moment problem
Résolution du problème fini des moments de Markov
 

Laurent Gosse a , Olof Runborg b
a IAC-CNR “Mauro Picone” (sezione di Bari), Via Amendola 122/D, 70126 Bari, Italy 
b NADA, KTH, 10044 Stockholm, Sweden 

Abstract

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 Newtonʼs relations. To cite this article: L. Gosse, O. Runborg, C. R. Acad. Sci. Paris, Ser. I 341 (2005).

The full text of this article is available in PDF format.
Résumé

Nous présentons en détail une procédure constructive pour inverser le « problème fini des moments de Markov ». Les preuves reposent sur la théorie générale des matrices de Toeplitz et les classiques relations de Newton. Pour citer cet article : L. Gosse, O. Runborg, C. R. Acad. Sci. Paris, Ser. I 341 (2005).

The full text of this article is available in PDF format.
  Support by the Wolfgang Pauli Institute (Wien) in the framework of the “Nanoscience” Programme and the European network HYKE, funded by the EC as contract HPRN-CT-2002-00282 is acknowledged.


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