Carleman's condition

In mathematics, particularly, in analysis, Carleman's condition gives a sufficient condition for the determinacy of the moment problem. That is, if a measure μ satisfies Carleman's condition, there is no other measure ν having the same moments as μ. The condition was discovered by Torsten Carleman in 1922.^[1]

Contents

1 Hamburger moment problem
2 Stieltjes moment problem
3 Notes
4 References

Hamburger moment problem

For the Hamburger moment problem (the moment problem on the whole real line), the theorem states the following:

Let μ be a measure on R such that all the moments

$m_n = \int_{-\infty}^{%2B\infty} x^n \, d\mu(x)~, \quad n = 0,1,2,\cdots$

are finite. If

$\sum_{n=1}^\infty m_{2n}^{-\frac{1}{2n}} = %2B \infty,$

then the moment problem for m_n is determinate; that is, μ is the only measure on R with (m_n) as its sequence of moments.

Stieltjes moment problem

For the Stieltjes moment problem, the sufficient condition for determinacy is

$\sum_{n=1}^\infty m_{n}^{-\frac{1}{2n}} = %2B \infty. \,$

Notes

^ Akhiezer (1965)

References

Akhiezer, N. I. (1965). The Classical Moment Problem and Some Related Questions in Analysis. Oliver & Boyd.