Moment problems in an infinite number of variables

Daniel Alpay, Palle E.T. Jorgensen, David P. Kimsey

Research output: Contribution to journalArticlepeer-review

28 Scopus citations

Abstract

Let = ×d=1 Given a closed set K ⊆ and s: S → where S denotes the set of tuples of nonnegative integers (n1,n2,..) with nd > 0 for finitely many d, the K-moment problem on entails determining whether or not there exists a measure σ on so that supp σ ⊆ K and s(n) = ∫ xn dσ (x) for all n ε S. We prove that σ exists if and only if a natural analogue of the Riesz-Haviland functional 葦s is K-positive, i.e. if p(x) = σ0≤|n|≤ m pnxn is any polynomial which is nonnegative for all x ∈ K, then 葦s(p) = σ 0≤|n|≤ m pns(n) ≥ 0. We will also provide a sufficient condition for σ to be unique, an analogue of a celebrated theorem of K. Schmüdgen and an application to stochastic processes.

Original languageEnglish
Article number1550024
JournalInfinite Dimensional Analysis, Quantum Probability and Related Topics
Volume18
Issue number4
DOIs
StatePublished - 1 Dec 2015

Keywords

  • infinite dimensional analysis
  • Moment problems

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Mathematical Physics
  • Applied Mathematics

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