The Truncated Moment Problem on ${\mathbb{N}}_0$

Abstract

We find necessary and sufficient conditions for the existence of a probability measure on ${\mathbb{N}}_0$, the nonnegative integers, whose first $n$ moments are a given $n$-tuple of nonnegative real numbers. The results, based on finding an optimal polynomial of degree $n$ which is nonnegative on ${\mathbb{N}}_0$ (and which depends on the moments), and requiring that its expectation be nonnegative, generalize previous results known for $n=1$, $n=2$ (the Percus-Yamada condition), and partially for $n=3$. The conditions for realizability are given explicitly for $n\le 5$ and in a finitely computable form for $n\ge 6$. We also find, for all $n$, explicit bounds, in terms of the moments, whose satisfaction is enough to guarantee realizability. Analogous results are given for the truncated moment problem on an infinite discrete semi-bounded subset of $\mathbb{R}$.

36 pages

References in corpus (2)

• Realizability of point processes
• Translation invariant realizability problem on the $d-$dimensional lattice: an explicit construction

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