A duality proof of Tchakaloff's theorem (Q1614676): Difference between revisions

The Tchakaloff theorem is a classical result in the theory of cubature formulas. It was proved relatively late: \textit{V. Tchakaloff}, Bull. Sci. Math., II. Ser. 81, 123-134 (1957; Zbl 0079.13908)]. The theorem asserts that for a given positive measure \(\mu\) on \(\mathbb{R}^n\), of compact support, and a given degree \(d\), there exists a finite atomic positive measure \(\nu\), sharing with \(\nu\) the same moment up to degree \(d\). The existence of the ``cubature'' measure \(\nu\) is now an excercise in convexity theory. However, its construction in dimensions \(n\) greater than 1 is rather involved and not algorithmic. In dimension \(n=1\) the theory of orthogonal polynomials, and their zeros, offers a satisfactory construction. The note under review offers a novel and very interesting duality proof of Tchakaloff's theorem. The authors obtain optimal bounds for the number of points in the support of \(\nu\), plus a careful analysis, based on their previous work, of the uniqueness of this minimal representing measures.