Existence, Uniqueness, and a Constructive Solution Algorithm for a Class of Finite Markov Moment Problems

@article{Gosse2008ExistenceUA,
  title={Existence, Uniqueness, and a Constructive Solution Algorithm for a Class of Finite Markov Moment Problems},
  author={Laurent Gosse and Olof Runborg},
  journal={SIAM J. Appl. Math.},
  year={2008},
  volume={68},
  pages={1618-1640}
}
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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15 Citations
Highly Influential Citations
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Background Citations
6
Methods Citations
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15 Citations

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