Existence, uniqueness, and a constructive solution algorithm for a class of finite Markov moment problems
Academic Article
Publication Date:
2008
abstract:
We consider a class of finite Markov moment problems with an arbitrary
number of positive and negative branches. We show criteria for the existence and uniqueness of solutions, and we characterize in detail the
nonunique solution families. Moreover, we present a constructive algorithm
to solve the moment problems numerically and prove that the algorithm
computes the right solution.
Iris type:
01.01 Articolo in rivista
List of contributors:
Gosse, Laurent
Published in: