The Classical Moment Problem And Some Related Questions In Analysis [ TRUSTED • 2027 ]

For the Hamburger problem, this condition is also sufficient (a theorem of Hamburger, 1920): A sequence $(m_n)$ is a Hamburger moment sequence if and only if the Hankel matrix is positive semidefinite.

For the Stieltjes problem (support on $[0,\infty)$), we need an extra condition: both the Hankel matrix of $(m_n)$ and the shifted Hankel matrix of $(m_n+1)$ must be positive semidefinite. For the Hamburger problem, this condition is also

$$ m_n = \int_\mathbbR x^n , d\mu(x) $$

encodes all the moments. The measure is determinate iff the associated (a tridiagonal matrix) is essentially self-adjoint in $\ell^2$. Indeterminacy corresponds to a deficiency of self-adjoint extensions—a concept from quantum mechanics. Complex Analysis and the Stieltjes Transform Define the Stieltjes transform of $\mu$: The measure is determinate iff the associated (a

$$ \sum_i,j=0^N a_i a_j m_i+j \ge 0 $$

The central question of the is: Can you uniquely reconstruct the contents of the box—specifically, a measure or a probability distribution—from this infinite sequence of moments? For the Hamburger problem