Henry J. Landau
Published: 1987
Total Pages: 170
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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.