A disintegration of the Christoffel function

DOI10.5802/CRMATH.380MaRDI QIDQ2080947zbMATH OpenOpenAlexFDO

Authors Jean B. Lasserre

Publication date 12 October 2022

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2203.16238

zbMATH Keywords

orthogonal polynomialspolynomials optimization

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)

Abstract: We show that the Christoffel function (CF) factorizes (or can be disintegrated) as the product of two Christoffel functions, one associated with the marginal and the another related to the conditional distribution, in the spirit of "the CF of the disintegration is the disintegration of the CFs". In the proof one uses an apparently overlooked property (but interesting in its own) which states that any sum-of-squares polynomial is the Christoffel function of some linear form (with a representing measure in the univariate case). The same is true for the convex cone of polynomials that are positive on a basic semi-algebraic set. This interpretation of the CF establishes another bridge between polynomials optimization and orthogonal polynomials.

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Cites work

• An introduction to polynomial and semi-algebraic optimization
• Christoffel functions and universality in the bulk for multivariate orthogonal polynomials
• scientific article; zbMATH DE number 1489808 (Why is no real title available?)
• Measures with zeros in the inverse of their moment matrix
• The Christoffel-Darboux kernel for data analysis
• The empirical Christoffel function with applications in data analysis

Cited in

(8)

• The empirical Christoffel function with applications in data analysis
• A modified Christoffel function and its asymptotic properties
• Rational dual certificates for weighted sums-of-squares polynomials with boundable bit size
• Pell's equation, sum-of-squares and equilibrium measures on a compact set
• The moment-SOS hierarchy: applications and related topics
• The Christoffel function: applications, connections and extensions
• Polynomial optimization, certificates of positivity, and Christoffel function
• Chebyshev and equilibrium measure vs Bernstein and Lebesgue measure

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