Comptes Rendus
no. 12
Numerical Analysis
Resolution of the finite Markov moment problem

Presented by: 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.

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.

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.

Received:
Accepted:
Published online:
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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