The full moment problem on subsets of probabilities and point configurations

DOI10.1016/J.JMAA.2019.123551MaRDI QIDQ2009295zbMATH OpenOpenAlexWikidataFDO

Authors Maria Infusino, Tobias Kuna

Publication date 28 November 2019

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.03582, http://centaur.reading.ac.uk/86544/1/KMP-FinalManuscript%28Infusino-Kuna%29.pdf

zbMATH Keywords

correlation functioninfinite dimensional moment problempoint processrandom measuresemi-algebraic set

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Moment problems (44A60) Operations with distributions and generalized functions (46F10) Linear operator methods in interpolation, moment and extension problems (47A57) Geometric probability and stochastic geometry (60D05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07)

Abstract: The aim of this paper is to study the full $K-$moment problem for measures supported on some particular non-linear subsets $K$ of an infinite dimensional vector space. We focus on the case of random measures, that is $K$ is a subset of all non-negative Radon measures on $mathbb{R}^d$. We consider as $K$ the space of sub-probabilities, probabilities and point configurations on $mathbb{R}^d$. For each of these spaces we provide at least one representation as a generalized basic closed semi-algebraic set to apply the main result in [J. Funct. Anal., 267 (2014) no.5: 1382--1418]. We demonstrate that this main result can be significantly improved by further considerations based on the particular chosen representation of $K$. In the case when $K$ is a space of point configurations, the correlation functions (also known as factorial moment functions) are easier to handle than the ordinary moment functions. Hence, we additionally express the main results in terms of correlation functions.

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