Math 2.0

Integral transforms, operational calculus Moment problems Problem

Hausdorff moment problem

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Problem

Let (mn)n≥0(m_n)_{n \ge 0} be a sequence of real numbers. Decide whether there is a positive Borel measure μ\mu on the closed interval [0,1][0, 1] such that mn=∫[0,1]xn dμ(x)for all n≥0.m_n = \int_{[0,1]} x^n \, d\mu(x) \quad \text{for all } n \ge 0. The numbers mnm_n are then the moments of μ\mu.

Remarks

The problem is solved. Write (Δm)n=mn+1−mn(\Delta m)_n = m_{n+1} - m_n for the difference operator. Hausdorff proved that such a measure exists if and only if the sequence is completely monotone, that is, (−1)k(Δkm)n≥0for all n,k≥0.(-1)^k (\Delta^k m)_n \ge 0 \quad \text{for all } n, k \ge 0. When the measure exists, it is unique. Uniqueness holds because polynomials are dense in the continuous functions on [0,1][0, 1] by the Weierstrass approximation theorem. For example, mn=1/(n+1)m_n = 1/(n + 1) is the moment sequence of Lebesgue measure on [0,1][0, 1].

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Further reading

  1. Web https://en.wikipedia.org/wiki/Hausdorff_moment_problem
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Changed2 November 2026

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