Hausdorff moment problem

In mathematics, the Hausdorff moment problem, named after Felix Hausdorff, asks for necessary and sufficient conditions that a given sequence { mn : n = 0, 1, 2, ... }be the sequence of moments of some Borel measure μ supported on the closed unit interval [0, 1]. In the case m0 = 1, this is equivalent to the existence of a random variable X supported on [0, 1], such that E Xn = mn. In 1921, Hausdorff showed that { mn : n = 0, 1, 2, ... } is such a moment sequence if and only if the sequence is completely monotonic, i.e., its difference sequences satisfy the equation

Hausdorff moment problem

In mathematics, the Hausdorff moment problem, named after Felix Hausdorff, asks for necessary and sufficient conditions that a given sequence { mn : n = 0, 1, 2, ... }be the sequence of moments of some Borel measure μ supported on the closed unit interval [0, 1]. In the case m0 = 1, this is equivalent to the existence of a random variable X supported on [0, 1], such that E Xn = mn. In 1921, Hausdorff showed that { mn : n = 0, 1, 2, ... } is such a moment sequence if and only if the sequence is completely monotonic, i.e., its difference sequences satisfy the equation