The extremal truncated moment problem

DOI10.1007/S00020-008-1557-XMaRDI QIDQ2481555zbMATH OpenOpenAlexFDO

Authors Lawrence Fialkow, Raúl E. Curto, Hans-Michael Möller

Publication date 11 April 2008

Published in Integral Equations and Operator Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0610882

zbMATH Keywords

affine Hilbert functionextremal truncated moment problemHilbert polynomial of a real idealmoment matrix extensionreal idealsRiesz functional

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to linear algebra (15-04) Hermitian, skew-Hermitian, and related matrices (15B57) Moment problems and interpolation problems in the complex plane (30E05) Trigonometric moment problems in one variable harmonic analysis (42A70) Moment problems (44A60) Dilations, extensions, compressions of linear operators (47A20) Linear operator methods in interpolation, moment and extension problems (47A57) Applications of operator theory in numerical analysis (47N40)

Abstract: For a degree 2n real d-dimensional multisequence �eta^(2n) to have a representing measure, it is necessary for the associated moment matrix M(n) to be positive semidefinite and for the algebraic variety V = V(�eta) associated to �eta to satisfy rank M(n) <= card V as well as the following consistency condition: if a polynomial p vanishes on V, then p(�eta) = 0. We prove that for the extremal case (rank M(n) = card V), positivity of M(n) and consistency are sufficient for the existence of a (unique, rank M(n)-atomic) representing measure. We also show that in the preceding result, consistency cannot always be replaced by recursiveness of M(n).

Review text

If \(\mu\) is a \(d\)-dimensional positive Borel measure, then its moments are \(\beta_i=\int x^i\,d\mu\), where \(x^i=\prod_{k=1}^d x_k^{i_k}\). The truncated moment problem is to find a representing \(\mu\), given the moments \(\{\beta_i : i\in{\mathbb Z}_+^d, | i| \leq 2n\}\). These moments define a moment functional \(\Lambda\) on the space of polynomials \({\mathcal P}_n\) of degree \(\leq n\). The moment matrix \({\mathcal M}(n)\) containing all these moments is positive semidefinite (it is Hankel when \(d=1\)). Its kernel are the vectors whose entries are the coefficients of the polynomials \(p\in K=\{p\in{\mathcal P}_n:\Lambda(p)=0\}\). Finally, define the variety \({\mathcal V}=\{z\in{\mathbb C}: p(z)=0, \forall p\in K\}\). If a solution to the moment problem exists, then its support can only be part of \({\mathcal V}\). Necessary conditions for the solvability of the truncated moment problem are that (1) \({\mathcal M}(n)\geq0\), (2) if \(p,q,pq\in{\mathcal P}_n\) and \(p\in K\), then \(pq\in K\), (3) \(r=\text{rank}\;{\mathcal M}(n)\leq \text{card}\;{\mathcal V}=v\). In an attempt to answer the question if these conditions are also sufficient, it is proved that for \(d=2\), \(n=3\), \(r=v=7\) or 8, and for a particular moment matrix, the answer is positive. If (2) is replaced by the stronger condition that all \(p\in{\mathcal P}_{n}\) vanishing on \({\mathcal V}\) belong to \(K\), the existence of a representing \(r\)-atomic \(\mu\) is proved in the case \(r=v\). Some positive evidence is given that this is also suffcient when \(r\leq v\), but no hard proof is given yet.

Recommendations

• scientific article; zbMATH DE number 5673651
• Truncated \(K\)-moment problems in several variables
• Dimensional stability in truncated moment problems
• Solution of the truncated complex moment problem for flat data

Cited in

(60)

• Detecting mass points of representing measures
• The division algorithm in sextic truncated moment problems
• The multidimensional truncated moment problem: Carathéodory numbers
• The core variety of a multisequence in the truncated moment problem
• A new approach to the nonsingular cubic binary moment problem
• Representing densities of the multi-sequences of moments
• On \(V\)-extremal solutions of the moment problem
• Truncated trigonometric moment problems and determinate measures
• The tracial moment problem on quadratic varieties
• Moment problems in hereditary function spaces
• The truncated Hamburger moment problems with gaps in the index set
• The multidimensional truncated moment problem: Carathéodory numbers from Hilbert functions
• On a solution of the multidimensional truncated matrix-valued moment problem
• The truncated moment problem on the union of parallel lines
• An idempotent approach to truncated moment problems
• Non-extremal sextic moment problems
• Sextic moment problems with a reducible cubic column relation
• The truncated moment problem on \(\mathbb{N}_0\)
• Cubic column relations in truncated moment problems
• On a minimal solution for the indefinite multidimensional truncated moment problem
• The multidimensional truncated moment problem: the moment cone
• The strong truncated Hamburger moment problem with and without gaps
• Solving the truncated moment problem solves the full moment problem
• The multi-dimensional truncated moment problem: maximal masses
• The truncated matrix-valued K-moment problem on R^d, C^d, and T^d
• Sextic moment problems on 3 parallel lines
• Solution of the truncated moment problem with variety 𝑦=𝑥³
• Moment Problems for Compact Sets
• Binary truncated moment problems and the Hadamard product
• Recurrence ranks and moment sequences
• scientific article; zbMATH DE number 5673651 (Why is no real title available?)
• Multivariate moment problems: geometry and indeterminateness
• The existence of Gaussian cubature formulas
• Flat extensions of positive moment matrices: recursively generated relations
• scientific article; zbMATH DE number 1346351 (Why is no real title available?)
• scientific article; zbMATH DE number 1743896 (Why is no real title available?)
• V-extremal solutions of the moment problem
• Solution of the truncated complex moment problem for flat data
• On the closure of positive flat moment matrices
• On a variational approach to truncated problems of moments.
• The truncated complex K-moment problem
• scientific article; zbMATH DE number 7523626 (Why is no real title available?)
• The truncated moment problem on parallel lines
• The quintic complex moment problem
• The multidimensional truncated moment problem: Gaussian and log-normal mixtures, their Carathéodory numbers, and set of atoms
• Recursively determined representing measures for bivariate truncated moment sequences
• Moments from their very truncations
• Truncated \(K\)-moment problems in several variables
• On truncated and full classical Markov moment problems
• Generalized truncated moment problems with unbounded sets
• On a class of real quintic moment problem
• Moment vanishing problem and positivity: some examples
• The truncated moment problem on reducible cubic curves. I: Parabolic and circular type relations
• Univariate truncated moment problems via weakly orthogonal polynomial sequences
• The truncated moment problem on curves y  =  q ( x ) and yx ^ℓ  = 1
• Dimensional stability in truncated moment problems
• The fascinating moment problem: an overview of an operator theorist contributions
• On a lemma arising in the solution of Waring's problem
• Measures with zeros in the inverse of their moment matrix
• An analogue of the Riesz-Haviland theorem for the truncated moment problem

This page was built for publication: The extremal truncated moment problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2481555)