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Indeterminate Cases of the Hamburger Moment Problem by Clayton Mizgerd ’22

Tue, May 17th, 2022
2:20 pm
- 3:00 pm

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Indeterminate Cases of the Hamburger Moment Problem by Clayton Mizgerd ’22, Mathematics Senior Thesis Defense, Tuesday, May 17, 2:20 – 3:00 pm, North Science Building 113, Wachenheim.

Abstract:  A common method of studying a probability measure is to examine its sequence of moments.  We can also consider the inverse question: given a sequence of moments, can we retrieve the probability measure?  Classical results of Stieltjes and Hamburger give necessary and sufficient conditions on moments for the existence of a probability measure yielding these moments.  However, uniqueness is not guaranteed.  We analyze the correspondence between measures and moments, and identify concrete situations where the moment problem is indeterminate.  We also investigate the moment problem for measures of finite support.

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