Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5774920 | Journal of Mathematical Analysis and Applications | 2017 | 26 Pages |
Abstract
We find necessary and sufficient conditions for the existence of a probability measure on N0, the nonnegative integers, whose first n moments are a given n-tuple of nonnegative real numbers. The results, based on finding an optimal polynomial of degree n which is nonnegative on N0 (and which depends on the moments), and requiring that its expectation be nonnegative, generalize previous results known for n=1, n=2 (the Percus-Yamada condition), and partially for n=3. The conditions for realizability are given explicitly for nâ¤5 and in a finitely computable form for nâ¥6. We also find, for all n, explicit bounds, in terms of the moments, whose satisfaction is enough to guarantee realizability. Analogous results are given for the truncated moment problem on an infinite discrete semi-bounded subset of R.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
M. Infusino, T. Kuna, J.L. Lebowitz, E.R. Speer,