Difference between revisions of "Positive sequence"
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+ | $#A+1 = 15 n = 0 | ||
+ | $#C+1 = 15 : ~/encyclopedia/old_files/data/P073/P.0703960 Positive sequence | ||
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− | + | A sequence $ \mu _ {0} , \mu _ {1} \dots $ | |
+ | of real numbers in the interval $ [ a, b] $ | ||
+ | such that for any polynomial | ||
− | + | $$ | |
+ | P( x) = a _ {0} + a _ {1} x + \dots + a _ {n} x ^ {n} | ||
+ | $$ | ||
− | + | that is not identically zero and is not negative on $ [ a, b] $ | |
+ | the expression | ||
− | + | $$ | |
+ | \Phi ( P) = a _ {0} \mu _ {0} + a _ {1} \mu _ {1} + \dots + a _ {n} \mu _ {n} \geq | ||
+ | 0. | ||
+ | $$ | ||
− | is | + | If for any such polynomial $ \Phi ( P) > 0 $, |
+ | then the sequence is called strictly positive. For the sequence $ \mu _ {0} , \mu _ {1} \dots $ | ||
+ | in $ [ a, b] $ | ||
+ | to be positive, the existence of an increasing function $ g $ | ||
+ | on $ [ a, b] $ | ||
+ | for which | ||
+ | $$ \tag{1 } | ||
+ | \int\limits _ { a } ^ { b } x ^ {n} dg( x) = \mu _ {n} ,\ \ | ||
+ | n = 0, 1 \dots | ||
+ | $$ | ||
+ | is necessary and sufficient. | ||
====Comments==== | ====Comments==== | ||
− | A (strictly) negative sequence can be similarly defined and has a similar property. The problem of deciding whether for a given sequence | + | A (strictly) negative sequence can be similarly defined and has a similar property. The problem of deciding whether for a given sequence $ \{ \mu _ {n} \} $ |
+ | of real numbers there is a positive Borel measure $ \mu $ | ||
+ | on $ \mathbf R $ | ||
+ | such that $ \mu _ {n} = \int _ {\mathbf R } x ^ {n} d \mu ( x) $ | ||
+ | is known as the Hamburger moment problem. The condition (1) is a moment condition, cf. [[Moment problem|Moment problem]]. | ||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> H.J. Landau (ed.) , ''Moments in mathematics'' , Amer. Math. Soc. (1987) pp. 56ff</TD></TR></table> | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> H.J. Landau (ed.) , ''Moments in mathematics'' , Amer. Math. Soc. (1987) pp. 56ff</TD></TR></table> |
Latest revision as of 08:07, 6 June 2020
A sequence $ \mu _ {0} , \mu _ {1} \dots $
of real numbers in the interval $ [ a, b] $
such that for any polynomial
$$ P( x) = a _ {0} + a _ {1} x + \dots + a _ {n} x ^ {n} $$
that is not identically zero and is not negative on $ [ a, b] $ the expression
$$ \Phi ( P) = a _ {0} \mu _ {0} + a _ {1} \mu _ {1} + \dots + a _ {n} \mu _ {n} \geq 0. $$
If for any such polynomial $ \Phi ( P) > 0 $, then the sequence is called strictly positive. For the sequence $ \mu _ {0} , \mu _ {1} \dots $ in $ [ a, b] $ to be positive, the existence of an increasing function $ g $ on $ [ a, b] $ for which
$$ \tag{1 } \int\limits _ { a } ^ { b } x ^ {n} dg( x) = \mu _ {n} ,\ \ n = 0, 1 \dots $$
is necessary and sufficient.
Comments
A (strictly) negative sequence can be similarly defined and has a similar property. The problem of deciding whether for a given sequence $ \{ \mu _ {n} \} $ of real numbers there is a positive Borel measure $ \mu $ on $ \mathbf R $ such that $ \mu _ {n} = \int _ {\mathbf R } x ^ {n} d \mu ( x) $ is known as the Hamburger moment problem. The condition (1) is a moment condition, cf. Moment problem.
References
[a1] | H.J. Landau (ed.) , Moments in mathematics , Amer. Math. Soc. (1987) pp. 56ff |
Positive sequence. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Positive_sequence&oldid=48256