Moment problem in infinitely many variables

Abstract: The multivariate moment problem is investigated in the general context of the polynomial algebra

m a t h b b R [x_{i} m i d i i n O m e g a]

in an arbitrary number of variables

x_{i}

,

i i n O m e g a

. The results obtained are sharpest when the index set

O m e g a

is countable. Extensions of Haviland's theorem [Amer. J. Math., 58 (1936) 164-168] and Nussbaum's theorem [Ark. Math., 6 (1965) 179-191] are proved. Lasserre's description of the support of the measure in terms of the non-negativity of the linear functional on a quadratic module of

m a t h b b R [x_{i} m i d i i n O m e g a]

in [Trans. Amer. Math. Soc., 365 (2013) 2489-2504] is shown to remain valid in this more general situation. The main tool used in the paper is an extension of the localization method developed by the third author.

Review text

Given a sequence of real numbers \(\left\{s_k\right\}_{k=0}^\infty,\) the moment problem is to determine whether there exists a Radon measure \(\mu\) on \(\mathbb R\) such that \[ s_k=\int_{\mathbb R} x^kd\mu , \quad \forall k\geq 0. \] Since \(x^k\) form a basis for the polynomial algebra \(\mathbb{R}[x]\), the moment problem is equivalent to the following problem: Given a linear functional \(L: \mathbb{R}[x] \rightarrow \mathbb R\), does there exist a Radon measure \(\mu\) on \(\mathbb R\) such that \[ L(f)=\int_{\mathbb R} f d\mu, \quad \forall f\in \mathbb{R}[x] \; ? \] Similarly, a multivariate moment problem can be stated as follows: Given a polynomial ring \[ \mathbb{R}[\underline{x}]=\mathbb{R}\left[x_1, x_2, \dots ,x_n\right] \] and a linear functional \(L: \mathbb{R}[\underline{x}] \rightarrow \mathbb R,\) does there exist a Radon measure \(\mu\) on \(\mathbb R^n\) such that \[ L(f)=\int_{\mathbb R^n} f d \mu, \quad \forall f \in \mathbb{R}[\underline{x}]\; ? \] In this paper, the multivariate moment problem is investigated in the general context of the polynomial algebra \(\mathbb{R}\left[ x_i \mid i\in \Omega \right]\) in an arbitrary number of variables \(x_i\), \(i\in \Omega\), where \(\Omega\) is an index set. The authors introduce the notion of constructible Borel sets and constructible Radon measure, as well as three different algebras involving the variables \(x_i\), \(i\in \Omega\), and then study linear functionals on these algebras and obtain a number of results on the multivariate moment problem. It is shown that the results are sharp when \(\Omega\) is countable. The main tool used is an extension of the localization method which was developed previously by one of the authors.

Recommendations

Cites work

Cited in

(16)

This page was built for publication: Moment problem in infinitely many variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2630144)