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Carleman's condition

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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.

Contents

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 = ∫ − ∞ + ∞ x n d μ ( x )   , n = 0 , 1 , 2 , ⋯

are finite. If

∑ n = 1 ∞ m 2 n − 1 2 n = + ∞ ,

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

Stieltjes moment problem

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

∑ n = 1 ∞ m n − 1 2 n = + ∞ .

References

Carleman's condition Wikipedia
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