[Résolution du problème fini des moments de Markov]
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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@article{CRMATH_2005__341_12_775_0,
author = {Gosse, Laurent and Runborg, Olof},
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},
url = {http://www.numdam.org/articles/10.1016/j.crma.2005.10.009/}
}
TY - JOUR AU - Gosse, Laurent AU - Runborg, Olof TI - Resolution of the finite Markov moment problem JO - Comptes Rendus. Mathématique PY - 2005 SP - 775 EP - 780 VL - 341 IS - 12 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2005.10.009/ DO - 10.1016/j.crma.2005.10.009 LA - en ID - CRMATH_2005__341_12_775_0 ER -
%0 Journal Article %A Gosse, Laurent %A Runborg, Olof %T Resolution of the finite Markov moment problem %J Comptes Rendus. Mathématique %D 2005 %P 775-780 %V 341 %N 12 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2005.10.009/ %R 10.1016/j.crma.2005.10.009 %G en %F CRMATH_2005__341_12_775_0
Gosse, Laurent; Runborg, Olof. Resolution of the finite Markov moment problem. Comptes Rendus. Mathématique, Tome 341 (2005) no. 12, pp. 775-780. doi : 10.1016/j.crma.2005.10.009. http://www.numdam.org/articles/10.1016/j.crma.2005.10.009/
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