Multidimensional moment problem and Stieltjes transform
Ivan Kovalyov
TL;DR
The paper tackles the truncated multidimensional moment problem using the Stieltjes transform as an interpolation problem, and develops a constructive, step-by-step algorithm to characterize all solutions. It shows that the problem can be decomposed into a family of one-dimensional problems along slices indexed by the remaining variables, enabling explicit representations via P-fractions and S-fractions. The truncated problem yields finite-sum representations across the slices with atoms derived from moments, while the full problem is treated via infinite continued fractions and indeterminacy criteria tied to the convergence of tail terms. The approach unifies multidimensional moment problems with classical one-dimensional continued-fraction theory and provides practical recipes for computing solution families through Stieltjes polynomials and associated shift techniques. This framework advances both the theoretical understanding and the computational handling of multidimensional moment interpolation problems using Schur-type algorithms.
Abstract
The truncated multidimensional moment problem is studied in terms of the Stieltjes transform as the interpolation problem. A step-by-step algorithm is constructed for the multidimensional moment problem and the set of solutions is found in terms of continued fractions.
