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Existence, uniqueness, and a constructive solution algorithm for a class of finite Markov moment problems
KTH, School of Computer Science and Communication (CSC), Numerical Analysis and Computer Science, NADA.ORCID iD: 0000-0002-6321-8619
2007 (English)In: SIAM Journal on Applied Mathematics, ISSN 0036-1399, E-ISSN 1095-712X, Vol. 68, no 6, 1618-1640 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
2007. Vol. 68, no 6, 1618-1640 p.
Keyword [en]
finite Markov moment problem, inverse problems, exponential transform
National Category
Mathematics
Identifiers
URN: urn:nbn:se:kth:diva-37024DOI: 10.1137/070692510ISI: 000258894800007Scopus ID: 2-s2.0-77953571479OAI: oai:DiVA.org:kth-37024DiVA: diva2:431856
Available from: 2011-07-26 Created: 2011-07-26 Last updated: 2017-12-08Bibliographically approved

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Runborg, Olof

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