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arxiv: 0910.5791 · v1 · pith:QJVFQAAOnew · submitted 2009-10-30 · 🧮 math.NA · cs.NA· math.ST· stat.TH

Resolution of the finite Markov moment problem

classification 🧮 math.NA cs.NAmath.STstat.TH
keywords finitemarkovmomentproblemclassicalconstructivedetailexpose
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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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