Moment problem in infinitely many variables (Q2630144): Difference between revisions

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Moment problem in infinitely many variables
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    Moment problem in infinitely many variables (English)
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    25 July 2016
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    Given a sequence of real numbers \(\left\{s_k\right\}_{k=0}^\infty,\) the moment problem is to determine whether there exists a Radon measure \(\mu\) on \(\mathbb R\) such that \[ s_k=\int_{\mathbb R} x^kd\mu , \quad \forall k\geq 0. \] Since \(x^k\) form a basis for the polynomial algebra \(\mathbb{R}[x]\), the moment problem is equivalent to the following problem: Given a linear functional \(L: \mathbb{R}[x] \rightarrow \mathbb R\), does there exist a Radon measure \(\mu\) on \(\mathbb R\) such that \[ L(f)=\int_{\mathbb R} f d\mu, \quad \forall f\in \mathbb{R}[x] \; ? \] Similarly, a multivariate moment problem can be stated as follows: Given a polynomial ring \[ \mathbb{R}[\underline{x}]=\mathbb{R}\left[x_1, x_2, \dots ,x_n\right] \] and a linear functional \(L: \mathbb{R}[\underline{x}] \rightarrow \mathbb R,\) does there exist a Radon measure \(\mu\) on \(\mathbb R^n\) such that \[ L(f)=\int_{\mathbb R^n} f d \mu, \quad \forall f \in \mathbb{R}[\underline{x}]\; ? \] In this paper, the multivariate moment problem is investigated in the general context of the polynomial algebra \(\mathbb{R}\left[ x_i \mid i\in \Omega \right]\) in an arbitrary number of variables \(x_i\), \(i\in \Omega\), where \(\Omega\) is an index set. The authors introduce the notion of constructible Borel sets and constructible Radon measure, as well as three different algebras involving the variables \(x_i\), \(i\in \Omega\), and then study linear functionals on these algebras and obtain a number of results on the multivariate moment problem. It is shown that the results are sharp when \(\Omega\) is countable. The main tool used is an extension of the localization method which was developed previously by one of the authors.
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    moment problem
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    multivariate moment problem
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    Radon measure
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    polynomial algebra
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