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In mathematics, the Hausdorff moment problem, named after Felix Hausdorff, asks for necessary and sufficient conditions that a given sequence (m0, m1, m2, ...)be the sequence of moments of some Borel measure μ supported on the closed unit interval [0, 1]. In the case m0 = 1, this is equivalent to the existence of a random variable X supported on [0, 1], such that E[Xn] = mn.

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  • Hausdorff moment problem
  • Moments de Hausdorff
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  • In mathematics, the Hausdorff moment problem, named after Felix Hausdorff, asks for necessary and sufficient conditions that a given sequence (m0, m1, m2, ...)be the sequence of moments of some Borel measure μ supported on the closed unit interval [0, 1]. In the case m0 = 1, this is equivalent to the existence of a random variable X supported on [0, 1], such that E[Xn] = mn.
  • En mathématiques, le problème des moments de Hausdorff est celui des conditions nécessaires et suffisantes pour qu'une suite (mn) de réels soit la suite des moments d'une mesure de Borel sur le segment [0, 1]. Le nom du problème est associé au mathématicien allemand Felix Hausdorff. Dans le cas m0 = 1, ceci équivaut à l'existence d'une variable aléatoire réelle X dans l'intervalle [0, 1] telle que pour tout n, l'espérance de Xn soit égale à mn. Il a été étendu aux espaces bidimensionnels et aux suites tronquées.
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  • In mathematics, the Hausdorff moment problem, named after Felix Hausdorff, asks for necessary and sufficient conditions that a given sequence (m0, m1, m2, ...)be the sequence of moments of some Borel measure μ supported on the closed unit interval [0, 1]. In the case m0 = 1, this is equivalent to the existence of a random variable X supported on [0, 1], such that E[Xn] = mn. The essential difference between this and other well-known moment problems is that this is on a bounded interval, whereas in the Stieltjes moment problem one considers a half-line [0, ∞), and in the Hamburger moment problem one considers the whole line (−∞, ∞). The Stieltjes moment problems and the Hamburger moment problems, if they are solvable, may have infinitely many solutions (indeterminate moment problem) whereas a Hausdorff moment problem always has a unique solution if it is solvable (determinate moment problem). In the indeterminate moment problem case, there are infinite measures corresponding to the same prescribed moments and they consist of a convex set. The set of polynomials may or may not be dense in the associated Hilbert spaces if the moment problem is indeterminate, and it depends on whether measure is extremal or not. But in the determinate moment problem case, the set of polynomials is dense in the associated Hilbert space.
  • En mathématiques, le problème des moments de Hausdorff est celui des conditions nécessaires et suffisantes pour qu'une suite (mn) de réels soit la suite des moments d'une mesure de Borel sur le segment [0, 1]. Le nom du problème est associé au mathématicien allemand Felix Hausdorff. Dans le cas m0 = 1, ceci équivaut à l'existence d'une variable aléatoire réelle X dans l'intervalle [0, 1] telle que pour tout n, l'espérance de Xn soit égale à mn. Ce problème est voisin du problème des moments de Stieljes défini sur l'intervalle , celui de Toeplitz sur et celui de Hamburger sur mais à la différence de ceux-ci, la solution, si elle existe, est unique. Il a été étendu aux espaces bidimensionnels et aux suites tronquées.
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