In mathematics, particularly, in
analysis
Analysis ( : analyses) is the process of breaking a complex topic or substance into smaller parts in order to gain a better understanding of it. The technique has been applied in the study of mathematics and logic since before Aristotle (3 ...
, Carleman's condition gives a sufficient condition for the determinacy of the
moment problem
In mathematics, a moment problem arises as the result of trying to invert the mapping that takes a measure ''μ'' to the sequences of moments
:m_n = \int_^\infty x^n \,d\mu(x)\,.
More generally, one may consider
:m_n = \int_^\infty M_n(x) ...
. That is, if a
measure satisfies Carleman's condition, there is no other measure
having the same
moments as
The condition was discovered by
Torsten Carleman
Torsten Carleman (8 July 1892, Visseltofta, Osby Municipality – 11 January 1949, Stockholm), born Tage Gillis Torsten Carleman, was a Swedish mathematician, known for his results in classical analysis and its applications. As the director of ...
in 1922.
Hamburger moment problem
For the
Hamburger moment problem In mathematics, the Hamburger moment problem, named after Hans Ludwig Hamburger, is formulated as follows: given a sequence (''m''0, ''m''1, ''m''2, ...), does there exist a positive Borel measure ''μ'' (for instance, the measure determined by ...
(the moment problem on the whole real line), the theorem states the following:
Let
be a
measure on
such that all the moments
are finite. If
then the moment problem for
is ''determinate''; that is,
is the only measure on
with
as its sequence of moments.
Stieltjes moment problem
For the
Stieltjes moment problem In mathematics, the Stieltjes moment problem, named after Thomas Joannes Stieltjes, seeks necessary and sufficient conditions for a sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and ...
, the sufficient condition for determinacy is
Notes
References
* {{Cite book , first=N. I. , last=Akhiezer , title=The Classical Moment Problem and Some Related Questions in Analysis , publisher=Oliver & Boyd , year=1965
Mathematical analysis
Moment (mathematics)
Probability theory
Theorems in approximation theory