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We describe all solutions of the matrix Stieltjes moment problem in the general case (no conditions besides solvability are assumed). We use Krein's formula for the generalized $\Pi$-resolvents of positive Hermitian operators in the form of…

Functional Analysis · Mathematics 2010-02-25 Sergey M. Zagorodnyuk

This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors…

Functional Analysis · Mathematics 2018-10-11 Alexandros Eskenazis , Piotr Nayar , Tomasz Tkocz

The problem of estimating frequency moments of a data stream has attracted a lot of attention since the onset of streaming algorithms [AMS99]. While the space complexity for approximately computing the $p^{\rm th}$ moment, for $p\in(0,2]$…

Data Structures and Algorithms · Computer Science 2013-06-27 Alexandr Andoni , Huy L. Nguyen , Yury Polyanskiy , Yihong Wu

We construct explicit solutions of a number of Stieltjes moment problems based on moments of the form ${\rho}_{1}^{(r)}(n)=(2rn)!$ and ${\rho}_{2}^{(r)}(n)=[(rn)!]^{2}$, $r=1,2,...$, $n=0,1,2,...$, \textit{i.e.} we find functions…

Functional Analysis · Mathematics 2014-09-11 K. A. Penson , P. Blasiak , G. H. E. Duchamp , A. Horzela , A. I. Solomon

The problem of what moments can exist for the coding radius of a finitary map between two i.i.d. processes, has been extensively studied in the case of $\mathbb{Z}$-processes. Here we treat this problem for factor maps between…

Probability · Mathematics 2025-09-09 Uri Gabor

We study the behavior of a quantum particle confined to a hard--wall strip of a constant width in which there is a finite number $ N $ of point perturbations. Constructing the resolvent of the corresponding Hamiltonian by means of Krein's…

Condensed Matter · Physics 2020-01-27 P. Exner , R. Gawlista , P. Šeba , M. Tater

In this paper, we address the problem of reconstruction of support of a measure from its moments. More precisely, given a finite subset of the moments of a measure, we develop a semidefinite program for approximating the support of measure…

Optimization and Control · Mathematics 2016-11-15 Ashkan Jasour , Constantino Lagoa

The aim of this note is to present a numerical method to solve the Stokes problem in a bounded domain with a Dirac source term, which preserves optimality for any approximation order by the finite-element method. It is based on the…

Numerical Analysis · Mathematics 2015-05-20 Loïc Lacouture

We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…

Numerical Analysis · Mathematics 2014-02-28 Florentina Tone , Xiaoming Wang , Djoko Wirosoetisno

Consider the optimal stopping problem of a one-dimensional diffusion with positive discount. Based on Dynkin's characterization of the value as the minimal excessive majorant of the reward and considering its Riesz representation, we give…

Probability · Mathematics 2013-07-03 Fabián Crocce , Ernesto Mordecki

Generalized moment problems optimize functional expectation over a class of distributions with generalized moment constraints, i.e., the function in the moment can be any measurable function. These problems have recently attracted growing…

Optimization and Control · Mathematics 2022-01-12 Jiayi Guo , Simai He , Bo Jiang , Zhen Wang

We present an alternative solution to nonsingular cubic moment problems, using techniques that are expected to be useful for higher-degree truncated moment problems. In particular, we apply the theory of recursively determinate moment…

Functional Analysis · Mathematics 2019-10-22 Raul E. Curto , Seonguk Yoo

This work examines the problem of sequential detection of a change in the drift of a Brownian motion in the case of two-sided alternatives. Applications to real life situations in which two-sided changes can occur are discussed.…

Information Theory · Computer Science 2007-07-13 Olympia Hadjiliadis , H. Vincent Poor

Many real life problems can be reduced to the solution of a complex exponentials approximation problem which is usually ill posed. Recently a new transform for solving this problem, formulated as a specific moments problem in the plane, has…

Numerical Analysis · Mathematics 2012-05-03 Piero Barone

We consider a two particle system on a star graph with $\delta$-function interaction. A class of eigensolutions is described which are constructed from appropriate one particle solutions, and hence are parametrised by two momenta. These…

Mathematical Physics · Physics 2009-11-13 M. Harmer

In this paper, we present the numerical solution of two-phase flow problems of engineering significance with a space-time finite element method that allows for local temporal refinement. Our basis is the method presented in [3], which…

Computational Engineering, Finance, and Science · Computer Science 2019-03-22 Violeta Karyofylli , Markus Frings , Stefanie Elgeti , Marek Behr

We study a semilinear fractional-in-time Rayleigh-Stokes problem for a generalized second-grade fluid with a Lipschitz continuous nonlinear source term and initial data $u_0\in\dot{H}^\nu(\Omega)$, $\nu\in[0,2]$. We discuss stability of…

Numerical Analysis · Mathematics 2020-12-08 Mariam Al-Maskari , Samir Karaa

Infinite dimensional moment problems have a long history in diverse applied areas dealing with the analysis of complex systems but progress is hindered by the lack of a general understanding of the mathematical structure behind them.…

Functional Analysis · Mathematics 2017-10-02 Maria Infusino , Salma Kuhlmann

In this paper we give a complete solution of the following "polynomial moment problem" which arose about 10 years ago in connection with Poincare's center-focus problem. For a given polynomial P(z) to describe polynomials Q(z) orthogonal to…

Complex Variables · Mathematics 2014-02-26 F. Pakovich , M. Muzychuk

In this paper we study truncated moment problems for $J$-self-adjoint, $J$-skew-self-adjoint and $J$-unitary operators. Conditions of the solvability are given. Some canonical solutions of the moment problems are constructed. As a…

Functional Analysis · Mathematics 2014-06-17 Sergey M. Zagorodnyuk
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