Hamburger Moment Problem

A necessary and sufficient condition that there should exist at least one nondecreasing function such that

for , 1, 2, ..., with all the integrals converging, is that sequence ${mu_n}_0^infty$ is positive definite (Widder 1941, p. 129).

This entry contributed by Ronald M. Aarts

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References

Widder, D. V. The Laplace Transform. Princeton, NJ: Princeton University Press, 1941.

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Hamburger Moment Problem

Cite this as:

Weisstein, Eric W., with contributions by Ronald M. Aarts. "Hamburger Moment Problem." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/HamburgerMomentProblem.html

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