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Existence, uniquene...
Existence, uniqueness, and a constructive solution algorithm for a class of finite Markov moment problems
- Article/chapterEnglish2007
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Society for Industrial & Applied Mathematics (SIAM),2007
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Numbers
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LIBRIS-ID:oai:DiVA.org:kth-37024
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https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-37024URI
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https://doi.org/10.1137/070692510DOI
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Language:English
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Summary in:English
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Subject category:ref swepub-contenttype
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Subject category:art swepub-publicationtype
Notes
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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.
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Runborg, OlofKTH,Numerisk Analys och Datalogi, NADA(Swepub:kth)u1na5bn9
(author)
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KTHNumerisk Analys och Datalogi, NADA
(creator_code:org_t)
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In:SIAM Journal on Applied Mathematics: Society for Industrial & Applied Mathematics (SIAM)68:6, s. 1618-16400036-13991095-712X
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