Nous présentons en détail une procédure constructive pour inverser le « problème fini des moments de Markov ». Les preuves reposent sur la théorie générale des matrices de Toeplitz et les classiques relations de Newton.
We expose in full detail a constructive procedure to invert the so-called ‘finite Markov moment problem’. The proofs rely on the general theory of Toeplitz matrices together with the classical Newton's relations.
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Publié le :
Laurent Gosse 1 ; Olof Runborg 2
@article{CRMATH_2005__341_12_775_0, author = {Laurent Gosse and Olof Runborg}, title = {Resolution of the finite {Markov} moment problem}, journal = {Comptes Rendus. Math\'ematique}, pages = {775--780}, publisher = {Elsevier}, volume = {341}, number = {12}, year = {2005}, doi = {10.1016/j.crma.2005.10.009}, language = {en}, }
Laurent Gosse; Olof Runborg. Resolution of the finite Markov moment problem. Comptes Rendus. Mathématique, Volume 341 (2005) no. 12, pp. 775-780. doi : 10.1016/j.crma.2005.10.009. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2005.10.009/
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