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Positive Definite Sequence


A positive definite sequence is a sequence {mu_n}_(n=0)^infty for which the moment of every nonnegative polynomial which is not identically zero is greater than zero (Widder 1941, p. 132). Here, the moment of a polynomial

 P_n(x)=sum_(m=0)^na_mx^m

with respect to the sequence {mu_n}_(n=0)^infty is defined as

 M(P_n(x))=sum_(m=0)^na_mmu_m

(Widder 1941, p. 102).


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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Positive Definite Sequence

Cite this as:

Weisstein, Eric W., with contributions by Ronald M. Aarts. "Positive Definite Sequence." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/PositiveDefiniteSequence.html

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