We find necessary and sufficient conditions for the existence of a probability measure on N0, the nonnegative integers, whose first n moments are a given n-tuple of nonnegative real numbers. The results, based on finding an optimal polynomial of degree n which is nonnegative on N0 (and which depends on the moments), and requiring that its expectation be nonnegative, generalize previous results known for n=1, n=2 (the Percus–Yamada condition), and partially for n=3. The conditions for realizability are given explicitly for n≤5 and in a finitely computable form for n≥6. We also find, for all n, explicit bounds, in terms of the moments, whose satisfaction is enough to guarantee realizability. Analogous results are given for the truncated moment problem on an infinite discrete semi-bounded subset of R.

The truncated moment problem on N0

Kuna T.;
2017

Abstract

We find necessary and sufficient conditions for the existence of a probability measure on N0, the nonnegative integers, whose first n moments are a given n-tuple of nonnegative real numbers. The results, based on finding an optimal polynomial of degree n which is nonnegative on N0 (and which depends on the moments), and requiring that its expectation be nonnegative, generalize previous results known for n=1, n=2 (the Percus–Yamada condition), and partially for n=3. The conditions for realizability are given explicitly for n≤5 and in a finitely computable form for n≥6. We also find, for all n, explicit bounds, in terms of the moments, whose satisfaction is enough to guarantee realizability. Analogous results are given for the truncated moment problem on an infinite discrete semi-bounded subset of R.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11697/175987
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