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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
Authors of the University:
GOSSE LAURENT
Handle:
https://iris.cnr.it/handle/20.500.14243/116486
Published in:
SIAM JOURNAL ON APPLIED MATHEMATICS (PRINT)
Journal
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