For a degree 2n real d-dimensional multisequence β^(2n) to have a representing measure, it is necessary for the associated moment matrix M(n) to be positive semidefinite and for the algebraic variety V = V(β) associated to βto satisfy rank M(n) <= card V as well as the following consistency condition: if a polynomial p vanishes on V, then p(β) = 0. We prove that for the extremal case (rank M(n) = card V), positivity of M(n) and consistency are sufficient for the existence of a (unique, rank M(n)-atomic) representing measure. We also show that in the preceding result, consistency cannot always be replaced by recursiveness of M(n).
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.
In this paper we study the truncated operator trigonometric moment problem. All solutions of the moment problem are described by a Nevanlinna-type parameterization. In the case of moments acting in a separable Hilbert space, the matrices of the operator coefficients in the Nevanlinna-type formula are calculated by the prescribed moments. Conditions for the determinacy of the moment problem are given, as well.
In this paper we study the truncated matrix trigonometric moment problem. We obtained a bijective parameterization of all solutions of this moment problem (both in nondegenerate and degenerate cases) via an operator approach. We use important results of M.E.~Chumakin on generalized resolvents of isometric operators.
We characterize the existence of the $L^1$ solutions of the truncated moments problem in several real variables on unbounded supports by the existence of the maximum of certain concave Lagrangian functions. A natural regularity assumption on the support is required.
We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few topics on their approximation in a particular case, of two variables and 4th order moments.
In this paper we study truncated moment problems for $J$-self-adjoint, $J$-skew-self-adjoint and $J$-unitary operators. Conditions of the solvability are given. Some canonical solutions of the moment problems are constructed. As a by-product, some extension results for $J$-skew-symmetric and $J$-isometric operators are obtained.
This paper is a continuation of our previous investigation on the truncated matrix trigonometric moment problem in Ukrainian Math. J., 2011, 63, no.6, 786-797. In the present paper we obtain a Nevanlinna-type formula for this moment problem in a general case. We only assume that we have more than one moment, the moment problem is solvable and the problem has more than one solution. The coefficients of the corresponding matrix linear fractional transformation are explicitly expressed by the prescribed moments. Easy conditions for the determinacy of the moment problem are given.
This paper is about the moment problem on a finite-dimensional vector space of continuous functions. We investigate the structure of the convex cone of moment functionals (supporting hyperplanes, exposed faces, inner points) and treat various important special topics on moment functionals (determinacy, set of atoms of representing measures, core variety).
We give a version of the Riesz-Haviland theorem for truncated moments problems, characterizing the existence of the representing measures that are absolutely continuous with respect to the Lebesgue measure. The existence of such representing densities describes the dense interior of the convex cone of all data having nonnegative Borel representing measures. A natural regularity assumption on the support is required.
In this paper we study the truncated power moment problem with an odd number of prescribed moments. A Nevanlinna-type formula is derived for this moment problem in the case when the moment problem has more than one solution (the indeterminate case). The coefficients of the corresponding linear fractional transformation are expressed explicitly in terms of the given moments. In the determinate case the solution to the moment problem is constructed, as well. Those solutions of the moment problem, which satisfy the following condition: $M(Δ)=0$, where $Δ$ is a prescribed open subset of $\mathbb{R…
We consider the explicit relation between two resolvent matrices related to the truncated Hausdorff matrix moment problem (THMM) in the case of an even and odd number of moments. This relation is described with the help of four families of orthogonal matrix polynomials on the finite interval $[a,b]$ and their associated second kind polynomials.
Truncated moment problems in the class of generalized Nevanlinna functions are investigated. General solvability criteria will be established, covering both the even and odd problems, including complete parametrizations of solutions. The main new results concern the case where the corresponding Hankel matrix of moments is degenerate. One of the new effects which reveals in the indefinite case is that the degenerated moment problem may have infinitely many solutions. However, with a careful application of an indefinite analogue of a step-by-step Schur algorithm a complete description of the set…
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…
This paper is a continuation of our previous investigations on the truncated matrix trigonometric moment problem in Ukrainian Math. J., 2011, \textbf{63}, no. 6, 786-797, and Ukrainian Math. J., 2013, \textbf{64}, no. 8, 1199-1214. In this paper we shall study the truncated matrix trigonometric moment problem with an additional constraint posed on the matrix measure $M_{\mathbb{T}}(δ)$, $δ\in \mathfrak{B}(\mathbb{T})$, generated by the seeked function $M(x)$: $M_{\mathbb{T}}(Δ) = 0$, where $Δ$ is a given open subset of $\mathbb{T}$ (called a gap). We present necessary and sufficient conditions…
In this article we solve four special cases of the truncated Hamburger moment problem (THMP) of degree $2k$ with one or two missing moments in the sequence. As corollaries we obtain, by using appropriate substitutions, the solutions to bivariate truncated moment problems of degree $2k$ for special curves. Namely, for the curves $y=x^3$ (first solved by Fialkow), $y^2=x^3$, $y=x^4$ where a certain moment of degree $2k+1$ is known and $y^3=x^4$ with a certain moment given. The main technique is the completion of the partial positive semidefinite matrix (ppsd) such that the conditions of Curto an…
The strong truncated Hamburger moment problem (STHMP) of degree $(-2k_1,2k_2)$ asks to find necessary and sufficient conditions for the existence of a positive Borel measure, supported on $\mathbb{R}\setminus \{0\}$, such that $β_i=\int x^idμ\; (-2k_1\leq i\leq 2k_2)$. Using the solution of the truncated Hamburger moment problem and the properties of Hankel matrices we solve the STHMP. Then, using the equivalence with the STHMP of degree $(-2k,2k)$, we obtain the solution of the 2-dimensional truncated moment problem (TMP) of degree $2k$ with variety $xy=1$, first solved by Curto and Fialkow. …
We present tracial analogs of the classical results of Curto and Fialkow on moment matrices. A sequence of real numbers indexed by words in non-commuting variables with values invariant under cyclic permutations of the indexes, is called a tracial sequence. We prove that such a sequence can be represented with tracial moments of matrices if its corresponding moment matrix is positive semidefinite and of finite rank. A truncated tracial sequence allows for such a representation if and only if one of its extensions admits a flat extension. Finally, we apply the theory via duality to investigate …
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…
A truncated moment sequence (tms) of degree d is a vector indexed by monomials whose degree is at most d. Let K be a semialgebraic set.The truncated K-moment problem (TKMP) is: when does a tms y admit a positive Borel measure supported? This paper proposes a semidefinite programming (SDP) approach for solving TKMP. When K is compact, we get the following results: whether a tms y of degree d admits a K-measure or notcan be checked via solving a sequence of SDP problems; when y admits no K-measure, a certificate will be given; when y admits a K-measure, a representing measure for y would be obta…
We employ positivity of Riesz functionals to establish representing measures (or approximate representing measures) for truncated multivariate moment sequences. For a truncated moment sequence $y$, we show that $y$ lies in the closure of truncated moment sequences admitting representing measures supported in a prescribed closed set $K \subseteq \re^n$ if and only if the associated Riesz functional $L_y$ is $K$-positive. For a determining set $K$, we prove that if $L_y$ is strictly $K$-positive, then $y$ admits a representing measure supported in $K$. As a consequence, we are able to solve the …
We study the truncated two-dimensional moment problem (with rectangular data): to find a non-negative measure $μ(δ)$, $δ\in\mathfrak{B}(\mathbb{R}^2)$, such that $\int_{\mathbb{R}^2} x_1^m x_2^n dμ= s_{m,n}$, $0\leq m\leq M,\quad 0\leq n\leq N$, where $\{ s_{m,n} \}_{0\leq m\leq M,\ 0\leq n\leq N}$ is a prescribed sequence of real numbers; $M,N\in\mathbb{Z}_+$. For the cases $M=N=1$ and $M=1, N=2$ explicit numerical necessary and sufficient conditions for the solvability of the moment problem are given. In the cases $M=N=2$; $M=2, N=3$; $M=3, N=2$; $M=3, N=3$ some explicit numerical sufficient…
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…
The classical Truncated Moment problem asks for necessary and sufficient conditions so that a linear functional $L$ on $\mathcal{P}_{d}$, the vector space of real $n$-variable polynomials of degree at most $d$, can be written as integration with respect to a positive Borel measure $μ$ on $\mathbb{R}^n$. We work in a more general setting, where $L$ is a linear functional acting on a finite dimensional vector space $V$ of Borel-measurable functions defined on a $T_{1}$ topological space $S$. Using an iterative geometric construction, we associate to $L$ a subset of $S$ called the \textit{core va…
A constructive approach to the truncated moment problem on cubic curves in Weierstrass form
The Australian National University（澳大利亚国立大学）；University of Ljubljana, Faculty of Computer and Information Science & Faculty of Mathematics and Physics, & Institute of Mathematics, Physics and Mechanics（卢布尔雅那大学，计算机与信息科学学院与数学与物理学院，与数学、物理和力学研究所）
A theorem of Bayer and Teichmann implies that if a finite real multisequence β= β^(2d) has a representing measure, then the associated moment matrix M_d admits positive, recursively generated moment matrix extensions M_(d+1), M_(d+2),... For a bivariate recursively determinate M_d, we show that the existence of positive, recursively generated extensions M_(d+1),...,M_(2d-1) is sufficient for a measure. Examples illustrate that all of these extensions may be required to show that βhas a measure. We describe in detail a constructive procedure for determining whether such extensions exist. Under …
In this article we study the bivariate truncated moment problem (TMP) of degree $2k$ on the union of parallel lines. First we present an alternative proof of Fialkow's solution \cite{Fia15} to the TMP on the union of two parallel lines (TMP--2pl) using the solution of the truncated Hamburger moment problem (THMP). We add a new equivalent solvability condition, which is then used together with the THMP, to solve the TMP on the union of three parallel lines (TMP--3pl), our second main result of the article. Finally, we establish a sufficient condition for the existence of a solution to the TMP o…
The main result of the paper gives criteria for extendibility of sesquilinear form-valued mappings defined on symmetric subsets of *-semigroups to positive definite ones. By specifying this we obtain new solutions of: * the truncated complex moment problem, * the truncated multidimensional trigonometric moment problem, * the truncated two-sided complex moment problem, as well as characterizations of unbounded subnormality and criteria for the existence of unitary power dilation.
For the truncated moment problem associated to a complex sequence $γ^{(2n)}=\{γ_{ij}\}_{i,j\in Z_{+},i+j \leq 2n}$ to have a representing measure $μ$, it is necessary for the moment matrix $M(n)$ to be positive semidefinite, and for the algebraic variety $\mathcal{V}_γ$ to satisfy $\operatorname{rank}\;M(n) \leq \;$ card$\;\mathcal{V}_γ$ as well as a consistency condition: the Riesz functional vanishes on every polynomial of degree at most $2n$ that vanishes on $\mathcal{V}_γ$. In previous work with L. Fialkow and M. Möller, the first-named author proved that for the extremal case (rank$\;M(n)…
Let Q(x,y)=0 be an hyperbola in the plane. Given real numbers $β\equivβ^{2n)}=\{β_{ij}\}_{i,j\geq0,i+j\leq2n}$, with $β_{00}>0$, the truncated Q-hyperbolic moment problem for βentails finding necessary and sufficient conditions for the existence of a positive Borel measure μ, supported in Q(x,y)=0, such that $β_{ij}=\int y^{i}x^{j} dμ(0\leq i+j\leq2n)$. We prove that βadmits a Q-representing measure μ(as above) if and only if the associated moment matrix $\mathcal{M}(n)(β)$ is positive semidefinite, recursively generated, has a column relation Q(X,Y)=0, and the algebraic variety $\mathcal{V}(β…
Let A be a finite subset of N^n, and K be a compact semialgebraic set in R^n. An A-tms is a vector y indexed by elements in A. The A-truncated K-moment problem (A-TKMP) studies whether a given A-tms y admits a K-measure or not. This paper proposes a numerical algorithm for solving A-TKMPs. It is based on finding a flat extension of y by solving a hierarchy of semidefinite relaxations {(SDR)_k} for a moment optimization problem, whose objective R is generated in a certain randomized way. If y admits no K-measures and R[x]_A is K-full, then (SDR)_k is infeasible for all K big enough, which gives…
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,…
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..
Truncated Moment Problems and the Extension Property on Monomial Curves
Indian Institute of Technology Kanpur（坎普尔印度理工学院）；University of Ljubljana, Faculty of Computer and Information Science & Faculty of Mathematics and Physics, & Institute of Mathematics, Physics and Mechanics（卢布尔雅那大学计算机与信息科学学院、数学与物理学院及数学、物理与力学研究所）；Institute of Mathematics, Physics and Mechanics（数学、物理与力学研究所）
First we consider the following problem which dates back to Chebyshev, Zolotarev and Achieser: among all trigonometric polynomials with given leading coefficients $a_0,...,a_l,$ $b_0,...,b_l \in \mathbb R$ find that one with least maximum norm on $[0,2 π].$ We show that the minimal polynomial is on $[0,2 π]$ asymptotically equal to a Blaschke product times a constant where the constant is the greatest singular value of the Hankel matrix associated with the $τ_j = a_j + i b_j.$ As a special case corresponding statements for algebraic polynomials follow. Finally the minimal norm of certain linea…
Let $\mathcal{A}$ be a finite-dimensional subspace of $C(\mathcal{X};\mathbb{R})$, where $\mathcal{X}$ is a locally compact Hausdorff space, and $\mathsf{A}=\{f_1,\dots,f_m\}$ a basis of $\mathcal{A}$. A sequence $s=(s_j)_{j=1}^m$ is called a moment sequence if $s_j=\int f_j(x) \, dμ(x)$, $j=1,\dots,m$, for some positive Radon measure $μ$ on $\mathcal{X}$. Each moment sequence $s$ has a finitely atomic representing measure $μ$. The smallest possible number of atoms is called the Carathéodory number $\mathcal{C}_{\mathsf{A}}(s)$. The largest number $\mathcal{C}_{\mathsf{A}}(s)$ among all moment…
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 $…
