English

The Truncated Moment Problem on $\mathbb{N}_0$

Probability 2021-08-16 v2

Abstract

We find necessary and sufficient conditions for the existence of a probability measure on N0\mathbb{N}_0, the nonnegative integers, whose first nn moments are a given nn-tuple of nonnegative real numbers. The results, based on finding an optimal polynomial of degree nn which is nonnegative on N0\mathbb{N}_0 (and which depends on the moments), and requiring that its expectation be nonnegative, generalize previous results known for n=1n=1, n=2n=2 (the Percus-Yamada condition), and partially for n=3n=3. The conditions for realizability are given explicitly for n5n\leq5 and in a finitely computable form for n6n\geq6. We also find, for all nn, 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\mathbb{R}.

Keywords

Cite

@article{arxiv.1504.02989,
  title  = {The Truncated Moment Problem on $\mathbb{N}_0$},
  author = {M. Infusino and T. Kuna and J. L. Lebowitz and E. R. Speer},
  journal= {arXiv preprint arXiv:1504.02989},
  year   = {2021}
}

Comments

36 pages

R2 v1 2026-06-22T09:14:44.710Z