On the multilinear Hausdorff problem of moments (Q395147)
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On the multilinear Hausdorff problem of moments (English)
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28 January 2014
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The paper considers a weaker version of the classical Hausdorff multivariate moment problem. In particular, a characterization of all multimoment sequences of a regular Borel polymeasure on \([0,1]^n\) is given in terms of the Bernstein coefficients of the \(n\)-linear functional associated to the multisequence (Theorem~2). This result is a nontrivial generalization of the classical solution to the univariate moment problem on \([0,1]\) due to Hausdorff. The authors also discuss how their ideas combined with some properties of polymeasures on compact sets can be used to derive a solution to the classical multivariate problem (end of Section~2). Moreover, recent developments on integral representations of orthogonally additive polynomials on Banach lattices are employed to give necessary and sufficient conditions such that a multisequence which solves the classical Hausdorff multivariate moment problem is also a solution to the so-called strong Hausdorff multilinear moment problem (Theorem~3). This article contains an application to weakly harmonizable stochastic processes (Section~4). The authors propose a characterization of the covariance function of a second-order weakly Hausdorff harmonizable stochastic process, i.e., such that the support of the defining stochastic measure is contained in \([0,1]\).
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multilinear functionals
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polymeasures
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second-order stochastic processes
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Hausdorff multivariate moment problem
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covariance function
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