A study of the Hamburger moment problem on the real line

Abstract

This thesis contains an exposition of the Hamburger moment problem. The Hamburger moment problem is an interesting question in analysis that deals with finding the existence of a Borel measure representing a given positive semi-definite linear functional. We begin our exposition by constructing orthogonal polynomials associated with a positive definite sequence. Then we discuss the interlacing property of the zeros of these orthogonal polynomials. We proceed by finding a solution to the truncated Hamburger moment problem and then extend the found solution to the complete Hamburger moment problem. After obtaining a solution to the Hamburger moment problem, we address the problem of determinacy of the moment problem. Finally, we discuss a result that proves the density of polynomials with complex coefficients under the assumption that the Carleman's condition is satisfied.