The truncated K-moment problem for closure of open sets (Q694766): Difference between revisions

Let \(K\) be a closed set of \({\mathbb R}^n\) and let \(y=(y_\alpha)\) be a finite sequence \(\alpha\in {\mathbb N}^n_{2d}:=\{\alpha\in {\mathbb N}^n:\sum_i\alpha_i\leq 2d\}\). The truncated \(K\)-moment problem is to find a Borel measure on \(K\) such that \(y_\alpha=\int_K x^\alpha \,d\sigma(x)\) \((\alpha\in {\mathbb N}^n_{2d})\). A sequence \(y=(y_\alpha)\) which admits such a representation will be called \(K\)-moment sequence. In the case when \(n=1\) and \(K\) coincides with \((-\infty,\infty)\), \([0,\infty)\) or \([0,1]\), the corresponding problem is called the Hamburger, Stieltjes or Hausdorff moment problem, respectively. In the present paper, the authors find a new characterization of the set of \(K\)-moment sequences in terms of some optimization problem. Namely, if \(K\) is a compact set, \(\mu\) is a finite measure on \(K\) absolutely continuous with respect to the Lebesgue measure, then a sequence \(y=(y_\alpha)\) belongs to the interior of the set of all \(K\)-moment sequences if and only if \(y=(y_\alpha)\) belongs to the domain of the Legendre-Fenchel transform of the function \(f:p\mapsto f(p)=\int_Ke^{p(x)}\,d\mu(x)\) defined on the set of all polynomials \(p\) of formal degree \(2d\). Some generalizations of this result to the case of unbounded \(K\) are also presented.