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WROCŁAW UNIVERSITY
OF SCIENCE AND
TECHNOLOGY

Contents of PMS, Vol. 10, Fasc. 2,
pages 297 - 312
 

EXPLICIT SOLUTIONS OF MOMENT PROBLEMS, I

I. Kuznezova-Sholpo
S. T. Rachev

Abstract: The moment problems minimizing (maximizing) (E ||X  -X  ||p : E ||X ||qj = a ;i = 1,2,j = 1,...,n),
     1    2       i      ij where X
 i  takes values in a separable norm space, are investigated. Explicit solutions when n = 1 are given for all p > 0 and q  > 0
 j (00 := 0). If n = 2, the minimization problem is solved for 1 < q < p < q
     1      2  and the maximization problem for 0 < p < q ,
        1 1 < q < q
    1    2  or 0 < q < q < p.
     1   2 Possible generalizations and open problems are presented.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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