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 $\mu$:
for all finite sequences $(a_0,\dots,a_N)$. This means the infinite $H = (m_i+j)_i,j=0^\infty$ must be positive semidefinite (all its finite leading principal minors are $\ge 0$). encodes all the moments
For the Hausdorff problem (support in $[0,1]$), the condition becomes that the sequence is : the forward differences alternate in sign. Specifically, $\Delta^k m_n \ge 0$ for all $n,k\ge 0$, where $\Delta m_n = m_n+1 - m_n$. 3. Uniqueness: The Problem of Determinacy Even if a moment sequence exists, the measure might not be unique. This is the most subtle part of the theory. Complex Analysis and the Stieltjes Transform Define the
At first glance, this seems like a straightforward problem of "matching moments." But as we will see, it opens a Pandora's box of deep analysis, touching functional analysis, orthogonal polynomials, complex analysis, and even quantum mechanics. In probability and analysis, a moment is a generalization of the idea of "average power." For a real random variable $X$ with distribution $\mu$ (a positive measure on $\mathbbR$), the $n$-th moment is: Specifically, $\Delta^k m_n \ge 0$ for all $n,k\ge
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.