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We start by an application the of Krein–Milman theorem to the integral representation of completely monotonic functions. Elements of convex optimization are also mentioned. The paper continues with applications of Hahn–Banach-type theorems and polynomial approximation to obtain recent results on the moment problem on the unbounded closed interval [ 0 , + ∞) . Necessary and sufficient conditions for the existence and uniqueness of the solution are pointed out. Operator-valued moment problems and a scalar-valued moment problem are solved. [ABSTRACT FROM AUTHOR]

Let J be a symmetric Jacobi matrix associated with some Toda lattice. We find conditions for Jacobi matrix J to admit factorization J = LU (or J = il£) with L (or £) and U ( or il) being lower and upper triangular two-diagonal matrices, respectively. In this case, the Darboux transformation of J is the symmetric Jacobi matrix J^' = UL (or = £il), which is associated with another Toda lattice. In addition, we found explicit transformation formulas for orthogonal polynomials, m-functions and Toda lattices associated with the Jacobi matrices and their Darboux transformations. [ABSTRACT FROM AUTHOR]

The occasion for this survey article was the 70th birthday of Jan Stochel, professor at Jagiellonian University, former head of the Chair of Functional Analysis and a prominent member of the Kraków school of operator theory. In the course of his mathematical career, he has dealt, among other things, with various aspects of functional analysis, single and multivariable operator theory, the theory of moments, the theory of orthogonal polynomials, the theory of reproducing kernel Hilbert spaces, and mathematical aspects of quantum mechanics. [ABSTRACT FROM AUTHOR]

We use the moment method in order to study the uniform boundary controllability of a semidiscrete 1-d wave equation, when a lower rate numerical vanishing viscosity term is added. The high frequency spurious oscillations introduced by the classical method of space discrete numerical schemes lead to nonuniform controllability properties, which are dumped out using an additional vanishing viscosity term. Our extra numerical viscosity is weaker than the one used in [30] , but enough in order to treat high frequency numerical spurious oscillations. Hence, we are able to prove the convergence of the sequence of discrete controls to a control of the continuous wave equation, when the mesh size tends to zero. [ABSTRACT FROM AUTHOR]

The occasion for this survey article was the 70th birthday of Jan Stochel, professor at Jagiellonian University, former head of the Chair of Functional Analysis and a prominent member of the Kraków school of operator theory. In the course of his mathematical career, he has dealt, among other things, with various aspects of functional analysis, single and multivariable operator theory, the theory of moments, the theory of orthogonal polynomials, the theory of reproducing kernel Hilbert spaces, and mathematical aspects of quantum mechanics.

We start by an application the of Krein–Milman theorem to the integral representation of completely monotonic functions. Elements of convex optimization are also mentioned. The paper continues with applications of Hahn–Banach-type theorems and polynomial approximation to obtain recent results on the moment problem on the unbounded closed interval [0,+∞). Necessary and sufficient conditions for the existence and uniqueness of the solution are pointed out. Operator-valued moment problems and a scalar-valued moment problem are solved.

The properties of the unique nontrivial analytic solution, defined implicitly by a functional equation, are pointed out. This work provides local estimations and global inequalities for the involved solution. The corresponding operatorial equation is studied as well. The second part of the paper is devoted to the full classical moment problem, which is an inverse problem. Two constraints are imposed on the solution. One of them requires the solution to be dominated by a concrete convex operator defined on the positive cone of the domain space. A one-dimensional operator is valued, and a multidimensional scalar moment problem is solved. In both cases, the existence and the uniqueness of the solution are proved. The general idea of the paper is to provide detailed information on solutions which are not expressible in terms of elementary functions. [ABSTRACT FROM AUTHOR]

We consider the approximate solution of the control problem with minimum energy for an object described by the heat equation, with the process described by the linear equation of parabolic type and the system controlled by impulsive external influences. Our optimal control problem deals with finding a control parameter belonging to the class of admissible controls that provides the desired temperature distribution in a finite time with minimal energy consumption (energy consumption is described by the quadratic functional). Previous works dedicated to optimal impulse control problems have mostly used the Pontryagin's maximum principle. However, from a practical point of view, this approach does not lead to satisfactory results. This is due to the fact that the corresponding boundary value problems in this case have no solution in a traditional class of absolutely continuous trajectories. In this work, we propose a method based on the moment relations. We seek for the approximate solution of the corresponding boundary value problem in the form of finite Fourier sum and state our optimal control problem in a finite-dimensional phase space. As a result, we obtain an optimal impulse control problem in a finite-dimensional function space. Taking into account the given condition for a finite time, we reduce the obtained problem to the L-problem of moments. Thus, the problem of finding a control parameter is reduced to the solution of the system of Fredholm integral equations of the first kind, with the norm of the sought solution not exceeding a given number. By Levi's theorem, every element of Hilbert space can be represented by the sum of the elements of two orthogonal subspaces. This assertion makes it possible to find control parameters in analytical form. We also establish the convergence of the chosen approximation. [ABSTRACT FROM AUTHOR]

In this paper, we characterize the system of left translates {L(2k,l,m)g: k, l,m ∈ Z}, g ∈ L²(H), to be a frame sequence or a Riesz sequence in terms of the twisted translates of the corresponding function gλ. Here, H denotes the Heisenberg group and gλ the inverse Fourier transform of g with respect to the central variable. This type of characterization for a Riesz sequence allows us to find some concrete examples. We also study the structure of the oblique dual of the system of left translates {L(2k,l,m)g: k, l, m ∈ Z} on H. This result is also illustrated with an example. [ABSTRACT FROM AUTHOR]

Let J be a symmetric Jacobi matrix associated with some Toda lattice. We find conditions for Jacobi matrix J to admit factorization J = LU (or J = 𝔘𝔏) with L (or 𝔏) and U (or 𝔘) being lower and upper triangular two-diagonal matrices, respectively. In this case, the Darboux transformation of J is the symmetric Jacobi matrix J(p) = UL (or J(d) = 𝔏𝔘), which is associated with another Toda lattice. In addition, we found explicit transformation formulas for orthogonal polynomials, m-functions and Toda lattices associated with the Jacobi matrices and their Darboux transformations.

We apply a classical mathematical problem, the moment problem, with its related mathematical achievements, to the study of the parton distribution function (PDF) in hadron physics, and propose a strategy to sieve the moments of the PDF by exploiting its properties such as continuity, unimodality, and symmetry. Through an error-inclusive sifting process, we refine three sets of PDF moments from Lattice QCD. This refinement significantly reduces the errors, particularly for higher order moments, and locates the peak of PDF simultaneously. As our strategy is universally applicable to PDF moments from any method, we strongly advocate its integration into all PDF moment calculations.

In this paper we consider the following moment problem: find a positive Borel measure μ on ℂ subject to conditions ∫ zn dμ = sn, n∈ℤ+, where sn are prescribed complex numbers (moments). This moment problem may be viewed (informally) as an extension of the Stieltjes and Hamburger moment problems to the complex plane. A criterion for the moment problem for the existence of a compactly supported solution is given. In particular, such moment problems appear naturally in the domain of complex Jacobi matrices. For every bounded complex Jacobi matrix its associated functional S has the following integral representation: S(p) = ∫ℂ p(z) dμ, with a positive Borel measure μ in the complex plane. An interrelation of the associated to the complex Jacobi matrix operator A0, acting in l2 on finitely supported vectors, and the multiplication by z operator in L2μ is discussed.

The purpose of this work is to provide applications of real, complex, and functional analysis to moment, interpolation, functional equations, and optimization problems. Firstly, the existence of the unique solution for a two-dimensional full Markov moment problem is characterized on the upper half-plane. The issue of the unknown form of nonnegative polynomials on R × R + in terms of sums of squares is solved using polynomial approximation by special nonnegative polynomials, which are expressible in terms of sums of squares. The main new element is the proof of Theorem 1, based only on measure theory and on a previous approximation-type result. Secondly, the previous construction of a polynomial solution is completed for an interpolation problem with a finite number of moment conditions, pointing out a method of determining the coefficients of the solution in terms of the given moments. Here, one uses methods of symmetric matrix theory. Thirdly, a functional equation having nontrivial solution (defined implicitly) and a consequence are discussed. Inequalities, the implicit function theorem, and elements of holomorphic functions theory are applied. Fourthly, the constrained optimization of the modulus of some elementary functions of one complex variable is studied. The primary aim of this work is to point out the importance of symmetry in the areas mentioned above. [ABSTRACT FROM AUTHOR]

We propose an algorithm which is based on the the technique introduced in [23]. The aim of the algorithm is to study, in a simple way, the approximation of the controls for a class of hyperbolic problems. It is well-known that, the finite-difference semi-discrete scheme for the approximation of controls can leads to high frequency numerical spurious oscillations which gives a loss of the uniform (with respect to the mesh-size) controllability property of the semi-discrete model. It is also known that an appropriate filtration of the high eigenfrequencies of the discrete initial data enable us to restore the uniform controllability property of the whole solution. But, the methods used to prove such results are very constructive and use difficult and fine computations. As an example, which proves the effectiveness of our algorithm, we consider the case of the semidiscrete one dimensional wave equation. In this particular case, we are able to prove the uniform controllability, where the initial data are filtered in a range which contains as many modes as possibles, taking into account previous results obtained in literature (see [18]). [ABSTRACT FROM AUTHOR]

Starting from measured data, we develop a method to compute the finestructure of the spectrum of the Koopman operator with rigorous convergenceguarantees. The method is based on the observation that, in themeasure-preserving ergodic setting, the moments of the spectral measureassociated to a given observable are computable from a single trajectory ofthis observable. Having finitely many moments available, we use the classicalChristoffel-Darboux kernel to separate the atomic and absolutely continuousparts of the spectrum, supported by convergence guarantees as the number ofmoments tends to infinity. In addition, we propose a technique to detect thesingular continuous part of the spectrum as well as two methods to approximatethe spectral measure with guaranteed convergence in the weak topology,irrespective of whether the singular continuous part is present or not. Theproposed method is simple to implement and readily applicable to large-scalesystems since the computational complexity is dominated by inverting an$N\times N$ Hermitian positive-definite Toeplitz matrix, where $N$ is thenumber of moments, for which efficient and numerically stable algorithms exist;in particular, the complexity of the approach is independent of the dimensionof the underlying state-space. We also show how to compute, from measured data,the spectral projection on a given segment of the unit circle, allowing us toobtain a finite-dimensional approximation of the operator that explicitly takesinto account the point and continuous parts of the spectrum. Finally, wedescribe a relationship between the proposed method and the so-called HankelDynamic Mode Decomposition, providing new insights into the behavior of theeigenvalues of the Hankel DMD operator. A number of numerical examplesillustrate the approach, including a study of the spectrum of the lid-driventwo-dimensional cavity flow.

A new method to prove exact controllability for the wave equation is demonstrated and discussed on several examples. The method of proof first uses a dynamical argument to prove shape controllability and velocity controllability, thereby solving their associated moment problems. This enables one to solve the moment problem associated to exact controllability.

In this paper we consider the following moment problem: find a positive Borel measure μ on C subject to conditions ∫ zndμ = sn, n ∈ Z+, where sn are prescribed complex numbers (moments). This moment problem may be viewed (informally) as an extension of the Stieltjes and Hamburger moment problems to the complex plane. A criterion for the moment problem for the existence of a compactly supported solution is given. In particular, such moment problems appear naturally in the domain of complex Jacobi matrices. For every bounded complex Jacobi matrix its associated functional S has the following integral representation: S(p) = ∫ C p(z)dμ, with a positive Borel measure μ in the complex plane. An interrelation of the associated to the complex Jacobi matrix operator A0, acting in l² on finitely supported vectors, and the multiplication by z operator in L² μ is discussed. [ABSTRACT FROM AUTHOR]

We study the infinite Jacobi block matrices under the discrete Miura-type transformations which relate matrix Volterra and Toda lattice systems to each other and the situations when the deficiency indices of the corresponding operators are the same. A special attention is paid to the completely indeterminate case (i.e., then the deficiency indices of the corresponding block Jacobi operators are maximal). It is shown that there exists a Miura transformation which retains the complete indeterminacy of Jacobi block matrices appearing in the Lax representation for such systems, namely, if the Lax matrix of Volterra system is completely indeterminate, then so is the Lax matrix of the corresponding Toda system, and vice versa. We consider an implication of the obtained results to the study of matrix orthogonal polynomials as well as to the analysis of self-adjointness of scalar Jacobi operators.

We classify all functions which, when applied term by term, leave invariant the sequences of moments of positive measures on the real line. Rather unexpectedly, these functions are built of absolutely monotonic components, or reflections of them, with possible discontinuities at the endpoints. Even more surprising is the fact that functions preserving moments of three point masses must preserve moments of all measures. Our proofs exploit the semidefiniteness of the associated Hankel matrices and the complete monotonicity of the Laplace transforms of the underlying measures. As a byproduct, we characterize the entrywise transforms which preserve totally non-negative Hankel matrices, and those which preserve all totally non-negative matrices. The latter class is surprisingly rigid: such maps must be constant or linear. We also examine transforms in the multivariable setting, which reveals a new class of piecewise absolutely monotonic functions. [ABSTRACT FROM AUTHOR]

The purpose of this work is to provide applications of real, complex, and functional analysis to moment, interpolation, functional equations, and optimization problems. Firstly, the existence of the unique solution for a two-dimensional full Markov moment problem is characterized on the upper half-plane. The issue of the unknown form of nonnegative polynomials on R×R+ in terms of sums of squares is solved using polynomial approximation by special nonnegative polynomials, which are expressible in terms of sums of squares. The main new element is the proof of Theorem 1, based only on measure theory and on a previous approximation-type result. Secondly, the previous construction of a polynomial solution is completed for an interpolation problem with a finite number of moment conditions, pointing out a method of determining the coefficients of the solution in terms of the given moments. Here, one uses methods of symmetric matrix theory. Thirdly, a functional equation having nontrivial solution (defined implicitly) and a consequence are discussed. Inequalities, the implicit function theorem, and elements of holomorphic functions theory are applied. Fourthly, the constrained optimization of the modulus of some elementary functions of one complex variable is studied. The primary aim of this work is to point out the importance of symmetry in the areas mentioned above.

The least upper bound for the probability that a random vector with fixed mean and covariance will be outside the ball is found. This probability bound is determined by solving a scalar equation and, in the case of identity covariance matrix, is given by an analytical expression, which is a multivariate generalization of the Selberg bound. It is shown that at low probability levels, it is more typical when the bound is given by the new expression if compared with the case when it coincides with the right-hand side of the well-known Markov inequality. The obtained result is applied to solving the problem of hypothesis testing by using an alternative with uncertain distribution. [ABSTRACT FROM AUTHOR]

In this note we observe that any truncated multi-index sequence has an interpolating measure supported in Euclidean space. It is well known that the consistency of a truncated moment sequence is equivalent to the existence of an interpolating measure for the sequence. When the moment matrix of a moment sequence is nonsingular, the sequence is naturally consistent; a proper perturbation to a given moment matrix enables us to confirm the existence of an interpolating measure for the moment sequence. We also illustrate how to find an explicit form of an interpolating measure for some cases. [ABSTRACT FROM AUTHOR]

Abstract The Lindley distribution and its numerous generalizations are widely used in statistical and engineering practice. Recently, a power transformation of Lindley distribution, called the power Lindley distribution, has been introduced by M. E. Ghitany et al. who initiated the investigation of its properties and possible applications. In this article, new results on the power Lindley distribution are presented. The focus of this work is on the moment-(in)determinacy of the distribution for various values of the parameters. Afterwards, certain applications are provided to describe data sets of software metrics.

We apply a classical mathematical problem, the moment problem, with its related mathematical achievements, to the study of the parton distribution function (PDF) in hadron physics, and propose a strategy to sieve the moments of the PDF by exploiting its properties such as continuity, unimodality, and symmetry. Through an error-inclusive sifting process, we refine three sets of PDF moments from Lattice QCD. This refinement significantly reduces the errors, particularly for higher order moments, and locates the peak of PDF simultaneously. As our strategy is universally applicable to PDF moments from any method, we strongly advocate its integration into all PDF moment calculations. [ABSTRACT FROM AUTHOR]

We consider the situations, when two unbounded operators generated by infinite Jacobi matrices, are self-adjoint and commute. It is found that if two Jacobi matrices formally commute, then two corresponding operators are either self-adjoint and commute, or admit a commuting self-adjoint extensions. In the latter case such extensions are explicitly described. Also, some necessary and sufficient conditions for self-adjointness of Jacobi operators are studied.

We study the truncated multidimensional moment problem with a general type of truncations. The operator approach to the moment problem is presented. The case where the associated operators form a commuting self-adjoint tuple is characterized in terms of the given moments. The case of the dimensional stability is characterized in terms of the prescribed moments as well. Some sufficient conditions for the solvability of the moment problem are presented. A construction of the corresponding solution is described by algorithms. Numerical examples of the construction are provided.

The discrete moment problem aims to find a worst-case discrete distribution that satisfies a given set of moments. This paper studies the discrete moment problems with additional shape constraints that guarantee the worst-case distribution is either log-concave (LC) or has an increasing failure rate (IFR) or increasing generalized failure rate (IGFR). These classes are useful in practice, with applications in revenue management, reliability, and inventory control. The authors characterize the structure of optimal extreme point distributions and show, for example, that an optimal extreme point solution to a moment problem with m moments and LC shape constraints is piecewise geometric with at most m pieces. Using this optimality structure, they design an exact algorithm for computing optimal solutions in a low-dimensional space of parameters. The authors leverage this structure to study a robust newsvendor problem with shape constraints and compute optimal solutions. The discrete moment problem is a foundational problem in distribution-free robust optimization, where the goal is to find a worst-case distribution that satisfies a given set of moments. This paper studies the discrete moment problems with additional shape constraints that guarantee the worst-case distribution is either log-concave (LC), has an increasing failure rate (IFR), or increasing generalized failure rate (IGFR). These classes of shape constraints have not previously been studied in the literature, in part due to their inherent nonconvexities. Nonetheless, these classes are useful in practice, with applications in revenue management, reliability, and inventory control. We characterize the structure of optimal extreme point distributions under these constraints. We show, for example, that an optimal extreme point solution to a moment problem with m moments and LC shape constraints is piecewise geometric with at most m pieces. This optimality structure allows us to design an exact algorithm for computing optimal solutions in a low-dimensional space of parameters. We also leverage this structure to study a robust newsvendor problem with shape constraints and compute optimal solutions. [ABSTRACT FROM AUTHOR]

In this article we analyze some controllability properties of a fractional equation which serves as a model for anomalous diffusive phenomena. It is known that this equation is not spectrally controllable. Our aim is to study the behavior of the control when only the projection of the solution over a finite dimensional space is driven to zero in finite time. [ABSTRACT FROM AUTHOR]

We consider the problem of finding a (non-negative) measure μ on B(Cn) such that ∫Cnzkdμ(z)=sk, ∀k∈K. Here, K is an arbitrary finite subset of Z+n, which contains (0,…,0), and sk are prescribed complex numbers (we use the usual notations for multi-indices). There are two possible interpretations of this problem. Firstly, one may consider this problem as an extension of the truncated multidimensional moment problem on Rn, where the support of the measure μ is allowed to lie in Cn. Secondly, the moment problem is a particular case of the truncated moment problem in Cn, with special truncations. We give simple conditions for the solvability of the above moment problem. As a corollary, we have an integral representation with a non-negative measure for linear functionals on some linear subspaces of polynomials.

In this article we consider the controllability for a system of coupled wave equations with memory. We reduce the control problem to a moment problem which can be solved by showing the Riesz property of the associated families of functions. In that way, we obtain (direct or indirect) boundary observability inequalities and boundary controllability of the system.

We consider the infinite Jacobi block matrices in the completely indeterminate case, i. e. such that the deficiency indices of the corresponding Jacobi operators are maximal. For such matrices, some criteria of complete indeterminacy are established. These criteria are similar to several known criteria of indeterminacy of the Hamburger moment problem in terms of the corresponding scalar Jacobi matrices and the related systems of orthogonal polynomials.

Abstract A Banach space valued graphon is a function W : (Ω , A , π) 2 → Z from a probability space to a Banach space with a separable predual, measurable in a suitable sense, and lying in appropriate L p -spaces. As such we may consider W (x , y) as a two-variable random element of the Banach space. A two-dimensional analogue of moments can be defined with the help of graphs and weak-* evaluations, and a natural question that then arises is whether these generalized moments determine the function W uniquely – up to measure preserving transformations. The main motivation comes from the theory of multigraph limits, where these graphons arise as the natural limit objects for convergence in a generalized homomorphism sense. Our main result is that this holds true under some Carleman-type condition, but fails in general even with Z = R , for reasons related to the classical moment-problem. In particular, limits of multigraph sequences are uniquely determined – up to measure preserving transformations – whenever the tails of the edge-distributions stay small enough. [ABSTRACT FROM AUTHOR]

This paper presents an iterative algorithm that bounds the lower and upper partial moments of an arbitrary univariate random variable X by using the information contained in a sequence of finite moments of X. The obtained bounds on the partial moments imply bounds on the moments of the transformation f(X) for a certain function f:R→R. Two examples illustrate the performance of the algorithm. [ABSTRACT FROM AUTHOR]

This note is concerned with two new methods for the solution of a Cauchy problem. The first method is based on homotopy-perturbation approach which leads to solving a series of well-posed boundary value problems. No regularization is needed in this method. Laplace and Helmholtz equations are considered in an annular region. It is also proved that the homotopy solution for the Laplace operator converges to the actual exact solution. The second method is also non-iterative. It is based on the application of the Green’s second identity which leads to a moment problem for the unknown boundary condition. Tikhonov regularization is used to obtain a stable and close approximation of the missing boundary condition. A number of examples are used to study the applicability of the methods with the presence of noise.

A generalization of the flat extension theorems of Curto and Fialkow and Laurent and Mourrain is obtained by seeing the problem as one of ideal projection. [ABSTRACT FROM AUTHOR]

This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors uniformly distributed on the unit ball of the space ℓ q n for q ∈ ( 2 , ∞ ) , complementing past works that treated q ∈ ( 0 , 2 ] ∪ { ∞ } . As a byproduct of this result, we prove an extremal property for weighted sums of symmetric uniform distributions among all symmetric unimodal distributions. In the second part we provide a one-to-one correspondence between vectors of moments of symmetric log-concave functions and two simple classes of piecewise log-affine functions. These functions are shown to be the unique extremisers of the p -th moment functional, under the constraint of a finite number of other moments being fixed, which is a refinement of the description of extremisers provided by the generalised localisation theorem of Fradelizi and Guédon (2006) [7] . [ABSTRACT FROM AUTHOR]

This paper deals with the moment problem on a (not necessarily finitely generated) commutative unital real algebra A. We define moment functionals on A as linear functionals which can be written as integrals over characters of A with respect to cylinder measures. Our main results provide such integral representations for A+-positive linear functionals (generalized Haviland theorem) and for positive functionals fulfilling Carleman conditions. As an application, we solve the moment problem for the symmetric algebra S(V) of a real vector space V. As a byproduct, we obtain new approaches to the moment problem on S(V) for a nuclear space V and to the integral decomposition of continuous positive functionals on a barrelled nuclear topological algebra A. [ABSTRACT FROM AUTHOR]

This article studies the L2-norm of the boundary controls for the one dimensional linear wave equation with a space variable potential a = a(x). It is known these controls depend on a and their norms may increase exponentially with ‖a‖L∞. Our aim is to make a deeper study of this dependence in correlation with the properties of the initial data. The main result of the paper shows that the minimal L2-norm controls are uniformly bounded with respect to the potential a, if the initial data have only sufficiently high eigenmodes. [ABSTRACT FROM AUTHOR]

This paper examines different distribution functions used in a three-moment parameterization scheme with regard to their influence on the implementation and the results of the parameterization scheme. In parameterizations with moment methods, the prognostic variables are interpreted as statistical moments of a drop size distribution, for which a functional form has to be assumed. In cloud microphysics, parameterizations are frequently based on gamma- and log-normal distributions, while for particle-laden flows in engineering, the beta-distribution is sometimes used. In this study, the three-moment schemes with beta-, gamma- and log-normal distributions are tested in a 1D framework for drop sedimentation, and their results are compared with those of a spectral reference model. The gamma-distribution performs best. The results of the parameterization with the beta- and the log-normal distribution have less similarity to the reference solution, particularly with regard to number density and rain rate. Theoretical considerations reveal that (depending on the type of the distribution function) only selected combinations of moments can be predicted together. Among these is the important combination of “number density, liquid water content, radar reflectivity” for all three distributions. Advection or source/sink terms can only be calculated under certain conditions on the moment values (positivity of the Hankel–Hadamard determinant). These are derived from mathematical theory (“moment problem”) and are more restrictive for three-moment than for two-moment schemes.

In this paper, we consider a special nonlinear expectation problem on the special parameter space and give a necessary and sufficient condition for the existence of the solution. Meanwhile, we generalize the necessary and sufficient condition to the two-dimensional moment problem. Moreover, we use the maximum entropy method to carry out a kind of concrete solution and analyze the convergence for the maximum entropy solution. Numerical experiments are presented to compute the maximum entropy density functions.