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Multivariate Stieltjes continued fractions Michael Anshelevich
 

Summary: Multivariate Stieltjes continued fractions
Michael Anshelevich
June 17, 2008
= probability measure on R, with all moments finite.
Identify with a functional on R[x].
Moments
[x], [x2], [x3], . . . .
Moment generating function
M
(z) = 1 + [x]z + [x2
]z2
+ [x3
]z3
+ . . . .
1
Has a (Stieltjes) continued fractions expansion
M
(z) = 1 + [x]z + [x2
]z2
+ [x3

  

Source: Anshelevich, Michael - Department of Mathematics, Texas A&M University

 

Collections: Mathematics