Comptes Rendus
no. 12
Numerical Analysis
Resolution of the finite Markov moment problem
[Résolution du problème fini des moments de Markov]

Présenté par : Philippe G. Ciarlet

Laurent Gosse1 ; Olof Runborg2
1 IAC-CNR “Mauro Picone” (sezione di Bari), Via Amendola 122/D, 70126 Bari, Italy
2 NADA, KTH, 10044 Stockholm, Sweden
Comptes Rendus. Mathématique, Volume 341 (2005) no. 12, pp. 775-780.

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.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2005.10.009
Laurent Gosse 1 ; Olof Runborg 2

1 IAC-CNR “Mauro Picone” (sezione di Bari), Via Amendola 122/D, 70126 Bari, Italy
2 NADA, KTH, 10044 Stockholm, Sweden 
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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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