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- Gosse, Laurent (author)
Existence, uniqueness, and a constructive solution algorithm for a class of finite Markov moment problems
- Article/chapterEnglish2007
Publisher, publication year, extent ...
- Society for Industrial & Applied Mathematics (SIAM),2007
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- LIBRIS-ID:oai:DiVA.org:kth-37024
- https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-37024URI
- https://doi.org/10.1137/070692510DOI
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- Language:English
- Summary in:English
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Notes
- 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.
Subject headings and genre
- NATURVETENSKAP Matematik hsv//swe
- NATURAL SCIENCES Mathematics hsv//eng
- finite Markov moment problem
- inverse problems
- exponential transform
- MATHEMATICS
- MATEMATIK
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- Runborg, OlofKTH,Numerisk Analys och Datalogi, NADA(Swepub:kth)u1na5bn9 (author)
- 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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