The multi-dimensional truncated moment problem: maximal masses

Authors

  • K. Schmüdgen Universitat Leipzig, Mathematisches Institut, Augustusplatz 10/11, D-04109 Leipzig, Germany

DOI:

Keywords:

Moment problem, maximal mass, positive polynomial

Abstract

Given a subset $\mathcal K$ of $\mathbb R^d$ and a linear functional $L$ on the polynomials $\mathbb R^d_{2n}[\underline{x}]$ in $d$ variables and of degree at most $2n$ the truncated $\mathcal K$-moment problem asks when there is a positive Borel measure $\mu$ supported by $\mathcal K$ such that $L(p)=\int p\, d\mu$ for $p\in \mathbb R^d_{2n}[\underline{x}]$. For compact sets $\mathcal K$ we investigate the maximal mass of all representing measures at a given point of $\mathcal K$. Various characterizations of this quantity and related properties are developed and a close link to zeros of positive polynomials is established.

References

N. I. Akhiezer, The classical moment problem and some related questions in analysis, Hafner Publishing Co., New York, 1965. MathSciNet

Aharon Ben-Tal, Arkadi Nemirovski, Lectures on modern convex optimization, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA; Mathematical Programming Society (MPS), Philadelphia, PA, 2001. Analysis, algorithms, and engineering applications MathSciNet CrossRef

Ju. M. Berezans′kii, Expansions in eigenfunctions of selfadjoint operators, American Mathematical Society, Providence, R.I., 1968. MathSciNet

Christian Berg, Jens Peter Reus Christensen, Paul Ressel, Harmonic analysis on semigroups, Springer-Verlag, New York, 1984. Theory of positive definite and related functions MathSciNet CrossRef

G. Blekherman, J. B. Lasserre, The truncated K-moment problem for closure of open sets, J. Funct. Anal. 263 (2012), no. 11, 3604-3616. MathSciNet CrossRef

G. Choquet, Lectures on Analysis, Vol. III, Benjamin, New York, 1969.

Man Duen Choi, Tsit Yuen Lam, Bruce Reznick, Real zeros of positive semidefinite forms. I, Math. Z. 171 (1980), no. 1, 1-26. MathSciNet CrossRef

Ral E. Curto, Lawrence A. Fialkow, Solution of the truncated complex moment problem for flat data, Mem. Amer. Math. Soc. 119 (1996), no. 568, x+52. MathSciNet CrossRef

Ral E. Curto, Lawrence A. Fialkow, Flat extensions of positive moment matrices: recursively generated relations, Mem. Amer. Math. Soc. 136 (1998), no. 648, x+56. MathSciNet CrossRef

Ral E. Curto, Lawrence A. Fialkow, The truncated complex $K$-moment problem, Trans. Amer. Math. Soc. 352 (2000), no. 6, 2825-2855. MathSciNet CrossRef

R. G. Douglas, On extremal measures and subspace density, Michigan Math. J. 11 (1964), 243-246. MathSciNet

Lawrence A. Fialkow, Truncated multivariable moment problems with finite variety, J. Operator Theory 60 (2008), no. 2, 343-377. MathSciNet

William J. Helton, Jiawang Nie, A semidefinite approach for truncated $K$-moment problems, Found. Comput. Math. 12 (2012), no. 6, 851-881. MathSciNet CrossRef

M. G. Krein, A. A. Nudel′man, The Markov moment problem and extremal problems, American Mathematical Society, Providence, R.I., 1977. Ideas and problems of P. L. vCebyvsev and A. A. Markov and their further development, Translated from the Russian by D. Louvish, Translations of Mathematical Monographs, Vol. 50 MathSciNet

Jean Bernard Lasserre, Moments, positive polynomials and their applications, Imperial College Press, London, 2010. MathSciNet

Monique Laurent, Sums of squares, moment matrices and optimization over polynomials, in: Emerging applications of algebraic geometry, Springer, New York, 2009. MathSciNet CrossRef

J. Matzke, Mehrdimensionale Momentenprobleme und Positivitatskegel, Dissertation, Universitat Leipzig, 1992.

Murray Marshall, Positive polynomials and sums of squares, American Mathematical Society, Providence, RI, 2008. MathSciNet CrossRef

Hans Richter, Parameterfreie Abschatzung und Realisierung von Erwartungswerten, Bl. Deutsch. Ges. Versicherungsmath. 3 (1957), 147-162. MathSciNet

Raphael M. Robinson, Some definite polynomials which are not sums of squares of real polynomials, in: Selected questions of algebra and logic (collection dedicated to the memory of A. I. Mal′ cev) (Russian), Izdat. ``Nauka'' Sibirsk. Otdel., Novosibirsk, 1973. MathSciNet

W. W. Rogosinski, Moments of non-negative mass, Proc. Roy. Soc. London Ser. A 245 (1958), 1-27. MathSciNet

Konrad Schmudgen, Unbounded self-adjoint operators on Hilbert space, Springer, Dordrecht, 2012. MathSciNet CrossRef

Vladimir Tchakaloff, Formules de cubatures mecaniques `a coefficients non negatifs, Bull. Sci. Math. (2) 81 (1957), 123-134. MathSciNet

Downloads

Published

2015-09-25

Issue

Section

Articles

How to Cite

Schmüdgen, K. “The Multi-Dimensional Truncated Moment Problem: Maximal Masses”. Methods of Functional Analysis and Topology, vol. 21, no. 3, Sept. 2015, pp. 266-81, https://zen.imath.kiev.ua/index.php/mfat/article/view/617.