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About: Hamburger moment problem     Goto   Sponge   NotDistinct   Permalink

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Type: yago:WikicatMathematicalProblemsyago:Abstraction100002137yago:Attribute100024264yago:Condition113920835yago:Difficulty114408086yago:Problem114410605yago:State100024720 New Facet based on Instances of this Class

In mathematics, the Hamburger moment problem, named after Hans Ludwig Hamburger, is formulated as follows: given a sequence (m0, m1, m2, ...), does there exist a positive Borel measure μ (for instance, the measure determined by the cumulative distribution function of a random variable) on the real line such that In other words, an affirmative answer to the problem means that (m0, m1, m2, ...) is the sequence of moments of some positive Borel measure μ.