The Moment Problem
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The Moment Problem
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Author : Konrad Schmüdgen
language : en
Publisher: Springer
Release Date : 2017-11-09
The Moment Problem written by Konrad Schmüdgen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-09 with Mathematics categories.
This advanced textbook provides a comprehensive and unified account of the moment problem. It covers the classical one-dimensional theory and its multidimensional generalization, including modern methods and recent developments. In both the one-dimensional and multidimensional cases, the full and truncated moment problems are carefully treated separately. Fundamental concepts, results and methods are developed in detail and accompanied by numerous examples and exercises. Particular attention is given to powerful modern techniques such as real algebraic geometry and Hilbert space operators. A wide range of important aspects are covered, including the Nevanlinna parametrization for indeterminate moment problems, canonical and principal measures for truncated moment problems, the interplay between Positivstellensätze and moment problems on semi-algebraic sets, the fibre theorem, multidimensional determinacy theory, operator-theoretic approaches, and the existence theory and important special topics of multidimensional truncated moment problems. The Moment Problem will be particularly useful to graduate students and researchers working on moment problems, functional analysis, complex analysis, harmonic analysis, real algebraic geometry, polynomial optimization, or systems theory. With notes providing useful background information and exercises of varying difficulty illustrating the theory, this book will also serve as a reference on the subject and can be used for self-study.
The Problem Of Moments
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Author : James Alexander Shohat
language : en
Publisher: American Mathematical Soc.
Release Date : 1943-12-31
The Problem Of Moments written by James Alexander Shohat and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1943-12-31 with Mathematics categories.
The book was first published in 1943 and then was reprinted several times with corrections. It presents the development of the classical problem of moments for the first 50 years, after its introduction by Stieltjes in the 1890s. In addition to initial developments by Stieltjes, Markov, and Chebyshev, later contributions by Hamburger, Nevanlinna, Hausdorff, Stone, and others are discussed. The book also contains some results on the trigonometric moment problem and a chapter devoted to approximate quadrature formulas.
Jacobi Matrices And The Moment Problem
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Author : Yurij M. Berezansky
language : en
Publisher: Springer Nature
Release Date : 2023-11-29
Jacobi Matrices And The Moment Problem written by Yurij M. Berezansky and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-11-29 with Mathematics categories.
This monograph presents the solution of the classical moment problem, the construction of Jacobi matrices and corresponding polynomials. The cases of strongly,trigonometric, complex and real two-dimensional moment problems are discussed, and the Jacobi-type matrices corresponding to the trigonometric moment problem are shown. The Berezansky theory of the expansion in generalized eigenvectors for corresponding set of commuting operators plays the key role in the proof of results. The book is recommended for researchers in fields of functional analysis, operator theory, mathematical physics, and engineers who deal with problems of coupled pendulums.
Moments Positive Polynomials And Their Applications
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Author : Jean-Bernard Lasserre
language : en
Publisher: World Scientific
Release Date : 2010
Moments Positive Polynomials And Their Applications written by Jean-Bernard Lasserre and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Mathematics categories.
Many important problems in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial mathematics, inverse problems, etc. can be modeled as a particular instance of the Generalized Moment Problem (GMP). This book introduces, in a unified manual, a new general methodology to solve the GMP when its data are polynomials and basic semi-algebraic sets. This methodology combines semidefinite programming with recent results from real algebraic geometry to provide a hierarchy of semidefinite relaxations converging to the desired optimal value. Applied on appropriate cones, standard duality in convex optimization nicely expresses the duality between moments and positive polynomials. In the second part of this invaluable volume, the methodology is particularized and described in detail for various applications, including global optimization, probability, optimal context, mathematical finance, multivariate integration, etc., and examples are provided for each particular application.
Moment Functions In Image Analysis Theory And Applications
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Author : R Mukundan
language : en
Publisher: World Scientific
Release Date : 1998-09-02
Moment Functions In Image Analysis Theory And Applications written by R Mukundan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-09-02 with Computers categories.
This book is a comprehensive treatise on the theory and applications of moment functions in image analysis. Moment functions are widely used in various realms of computer vision and image processing. Numerous algorithms and techniques have been developed using image moments, in the areas of pattern recognition, object identification, three-dimensional object pose estimation, robot sensing, image coding and reconstruction. This book provides a compilation of the theoretical aspects related to different types of moment functions, and their applications in the above areas.The book is organized into two parts. The first part discusses the fundamental concepts behind important moments such as geometric moments, complex moments, Legendre moments, Zernike moments, and moment tensors. Most of the commonly used properties of moment functions and the mathematical framework for the derivation of basic theorems and results are discussed in detail. This includes the derivation of moment invariants, implementation aspects of moments, transform properties, and fast methods for computing the moment functions for both binary and gray-level images. The second part presents the key application areas of moments such as pattern recognition, object identification, image-based pose estimation, edge detection, clustering, segmentation, coding and reconstruction. Important algorithms in each of these areas are discussed. A comprehensive list of bibliographical references on image moments is also included.
Some Questions In The Theory Of Moments
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Author : Mark Grigorʹevich Kreĭn
language : en
Publisher: American Mathematical Soc.
Release Date : 1968
Some Questions In The Theory Of Moments written by Mark Grigorʹevich Kreĭn and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1968 with Functional analysis categories.
The Classical Moment Problem
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Author : N. I. Akhiezer
language : en
Publisher: Courier Dover Publications
Release Date : 2020-12-16
The Classical Moment Problem written by N. I. Akhiezer and has been published by Courier Dover Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-16 with Mathematics categories.
This text provides a classic treatment of issues associated with the moment problem that also involve linear algebra, probability theory, stochastic processes, quantum fields, signal processing, and more. 1965 edition.
Moments In Mathematics
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Author : Henry J. Landau
language : en
Publisher: American Mathematical Soc.
Release Date : 1987
Moments In Mathematics written by Henry J. Landau and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Inequalities categories.
Function theory, spectral decomposition of operators, probability, approximation, electrical and mechanical inverse problems, prediction of stochastic processes, the design of algorithms for signal-processing VLSI chips--these are among a host of important theoretical and applied topics illuminated by the classical moment problem. To survey some of these ramifications and the research which derives from them, the AMS sponsored the Short Course Moments in Mathematics at the Joint Mathematics Meetings, held in San Antonio, Texas, in January 1987. This volume contains the six lectures presented during that course. The papers are likely to find a wide audience, for they are expository, but nevertheless lead the reader to topics of current research. In his paper, Henry J. Landau sketches the main ideas of past work related to the moment problem by such mathematicians as Caratheodory, Herglotz, Schur, Riesz, and Krein and describes the way the moment problem has interconnected so many diverse areas of research. J. H. B. Kemperman examines the moment problem from a geometric viewpoint which involves a certain natural duality method and leads to interesting applications in linear programming, measure theory, and dilations. Donald Sarason first provides a brief review of the theory of unbounded self-adjoint operators then goes on to sketch the operator-theoretic treatment of the Hamburger problem and to discuss Hankel operators, the Adamjan-Arov-Krein approach, and the theory of unitary dilations. Exploring the interplay of trigonometric moment problems and signal processing, Thomas Kailath describes the role of Szego polynomials in linear predictive coding methods, parallel implementation, one-dimensional inverse scattering problems, and the Toeplitz moment matrices. Christian Berg contrasts the multi-dimensional moment problem with the one-dimensional theory and shows how the theory of the moment problem may be viewed as part of harmonic analysis on semigroups. Starting from a historical survey of the use of moments in probability and statistics, Persi Diaconis illustrates the continuing vitality of these methods in a variety of recent novel problems drawn from such areas as Wiener-Ito integrals, random graphs and matrices, Gibbs ensembles, cumulants and self-similar processes, projections of high-dimensional data, and empirical estimation.
Matrices Moments And Quadrature With Applications
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Author : Gene H. Golub
language : en
Publisher: Princeton University Press
Release Date : 2009-12-07
Matrices Moments And Quadrature With Applications written by Gene H. Golub and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-12-07 with Mathematics categories.
This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms involving two vectors and a function of the matrix. The first part of the book provides the necessary mathematical background and explains the theory. The second part describes the applications and gives numerical examples of the algorithms and techniques developed in the first part. Applications addressed in the book include computing elements of functions of matrices; obtaining estimates of the error norm in iterative methods for solving linear systems and computing parameters in least squares and total least squares; and solving ill-posed problems using Tikhonov regularization. This book will interest researchers in numerical linear algebra and matrix computations, as well as scientists and engineers working on problems involving computation of bilinear forms.