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Existence, uniquene...
Existence, uniqueness, and a constructive solution algorithm for a class of finite Markov moment problems
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Gosse, Laurent (författare)
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- Runborg, Olof (författare)
- KTH,Numerisk Analys och Datalogi, NADA
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(creator_code:org_t)
- Society for Industrial & Applied Mathematics (SIAM), 2007
- 2007
- Engelska.
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Ingår i: SIAM Journal on Applied Mathematics. - : Society for Industrial & Applied Mathematics (SIAM). - 0036-1399 .- 1095-712X. ; 68:6, s. 1618-1640
- Relaterad länk:
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http://arxiv.org/pdf...
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visa fler...
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Ämnesord
Stäng
- 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.
Ämnesord
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
Nyckelord
- finite Markov moment problem
- inverse problems
- exponential transform
- MATHEMATICS
- MATEMATIK
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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