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 language | English |
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Article number | 1550024 |
Journal | Infinite Dimensional Analysis, Quantum Probability and Related Topics |
Volume | 18 |
Issue number | 4 |
DOIs | |
State | Published - 1 Dec 2015 |
Keywords
- infinite dimensional analysis
- Moment problems
ASJC Scopus subject areas
- Statistical and Nonlinear Physics
- Statistics and Probability
- Mathematical Physics
- Applied Mathematics