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Resolution of the finite Markov moment problem
- Source :
- Comptes Rendus de l Acad\'emie des Sciences - Series I - Mathematics 341, 12 (2005) 775-780
- Publication Year :
- 2009
-
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 Newton's relations.
- Subjects :
- Mathematics - Numerical Analysis
Mathematics - Statistics Theory
65J22
Subjects
Details
- Database :
- arXiv
- Journal :
- Comptes Rendus de l Acad\'emie des Sciences - Series I - Mathematics 341, 12 (2005) 775-780
- Publication Type :
- Report
- Accession number :
- edsarx.0910.5791
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1016/j.crma.2005.10.009