We prove a solvability theorem for the Stieltjes moment problem on $R^d$ which is based on the multivariate Stieltjes condition $\sum_{n=1}^\infty L(x_j^n)^{-1/(2n)}=+\infty$, $j=1,\dots,d.$ This result is applied to derive a new solvability theorem for the moment problem on unbounded semi-algebraic subsets of $R^d$.
We study the truncated multidimensional moment problem with a general type of truncations. The operator approach to the moment problem is presented. A way to construct atomic solutions of the moment problem is indicated.
We consider the problem of finding a (non-negative) measure $μ$ on $\mathfrak{B}(\mathbb{C}^n)$ such that $\int_{\mathbb{C}^n} \mathbf{z}^{\mathbf{k}} dμ(\mathbf{z}) = s_{\mathbf{k}}$, $\forall \mathbf{k}\in\mathcal{K}$. Here $\mathcal{K}$ is an arbitrary finite subset of $\mathbb{Z}^n_+$, which contains $(0,...,0)$, and $s_{\mathbf{k}}$ are prescribed complex numbers (we use the usual notations for multi-indices). There are two possible interpretations of this problem. At first, one may consider this problem as an extension of the truncated multidimensional moment problem on $\mathbb{R}^n$, w…
We will consider the indefinite truncated multidimensional moment problem. Necessary and sufficient conditions for a given truncated multisequence to have a signed representing measure $μ$ with ${\rm card}\,{\rm supp}\, μ$ as small as possible are given by the existence of a rank preserving extension of a multivariate Hankel matrix (built from the given truncated multisequence) such that the corresponding associated polynomial ideal is real radical. This result is a special case of a more general characterisation of truncated multisequences with a minimal complex representing measure whose sup…
These are ten lectures on the moment problem delivered by the author at the Vietnam Institute of Advanced Studies in Mathematics, Hanoi, March 2019. The first 3 lectures are about the one-dimensional full and truncated moment problem. The next 4 lectures deal with the multidimensional full moment problem with particular emphasis on the interactions with real algebraic geometry and polynomial optimization. The final 3 lectures are devoted to the truncated multidimensional moment problem and some recent developments in this area..
当表示测度的支集包含在某个广义半代数集中时,给出了函数可表示为经典多维拉普拉斯变换的一个充要条件.这是通过采用Putinar和Vasilescu [Putinar,M.和Vasilescu,F.- H、通过维数扩展求解矩问题,Ann. of Math.(2)149(1999),no.3,1087-1107],用于相应的多维矩问题。
In this paper we improve the bounds for the Carathéodory number, especially on algebraic varieties and with small gaps (not all monomials are present). We provide explicit lower and upper bounds on algebraic varieties, $\mathbb{R}^n$, and $[0,1]^n$. We also treat moment problems with small gaps. We find that for every $\varepsilon>0$ and $d\in\mathbb{N}$ there is a $n\in\mathbb{N}$ such that we can construct a moment functional $L:\mathbb{R}[x_1,\dots,x_n]_{\leq d}\rightarrow\mathbb{R}$ which needs at least $(1-\varepsilon)\cdot\left(\begin{smallmatrix} n+d\\ n\end{smallmatrix}\right)$ atoms $…
Let $\mathsf{A}=\{a_1,\dots,a_m\}$, $m\in\mathbb{N}$, be measurable functions on a measurable space $(\mathcal{X},\mathfrak{A})$. If $μ$ is a positive measure on $(\mathcal{X},\mathfrak{A})$ such that $\int a_i dμ<\infty$ for all $i$, then the sequence $(\int a_1 dμ,\dots,\int a_m dμ)$ is called a moment sequence. By Richter's Theorem each moment sequence has a $k$-atomic representing measure with $k\leq m$. The set $\mathcal{S}_\mathsf{A}$ of all moment sequences is the moment cone. The aim of this paper is to analyze the various structures of the moment cone. The main results concern the fac…
In our companion paper "Multidimensional rational covariance extension with applications to spectral estimation and image compression" we discussed the multidimensional rational covariance extension problem (RCEP), which has important applications in image processing, and spectral estimation in radar, sonar, and medical imaging. This is an inverse problem where a power spectrum with a rational absolutely continuous part is reconstructed from a finite set of moments. However, in most applications these moments are determined from observed data and are therefore only approximate, and RCEP may no…
In this paper we introduce the theory of derivatives of moments and (moment) functionals to represent moment functionals by Gaussian mixtures, characteristic functions of polytopes, and simple functions of polytopes. We study, among other measures, Gaussian mixtures, their reconstruction from moments and especially the number of Gaussians needed to represent moment functionals. We find that there are moment functionals $L:\mathbb{R}[x_1,\dots,x_n]_{\leq 2d}\to\mathbb{R}$ which can be represented by a sum of $\binom{n+2d}{n} - n\cdot \binom{n+d}{n} + \binom{n}{2}$ Gaussians but not less. Hence,…
Identification of the theory of multidimensional orthogonal polynomials with the theory of symmetric interacting Fock spaces with finite dimensional one particle space