In mathematics, the Stieltjes moment problem, named after Thomas Joannes Stieltjes, seeks necessary and sufficient conditions for a sequence (m0, m1, m2, ...) to be of the form for some measure μ.
If such a function μ exists, one asks whether it is unique.
The essential difference between this and other well-known moment problems is that this is on a half-line [0, ∞), whereas in the Hausdorff moment problem one considers a bounded interval [0, 1], and in the Hamburger moment problem one considers the whole line (−∞, ∞).
Let be a Hankel matrix, and Then { mn : n = 1, 2, 3, ... } is a moment sequence of some measure on
with infinite support if and only if for all n, both { mn : n = 1, 2, 3, ... } is a moment sequence of some measure on