On the multilinear Hausdorff problem of moments

DOI10.1007/S13163-013-0123-5zbMATH Open1285.44002arXiv1203.2967OpenAlexW2017435146MaRDI QIDQ395147FDOQ395147

Authors: A. Ibort, Pablo Linares, Jose G. Llavona 

Publication date: 28 January 2014

Published in: Revista Matemática Complutense (Search for Journal in Brave)

Abstract: Given a multi-index sequence $m{u}_{mathbfk}$, $mathbfk=(k_1,\mathrm{...},k_n)inmathbb{N}_0^n$, necessary and sufficient conditions are given for the existence of a regular Borel polymeasure $gamma$ on the unit interval $I=[0,1]$ such that $m{u}_{mathbfk}=in{t}_{I^n}{t}_1^{k_1}otimes\mathrm{...}otimes{t}_n^{k_n}gamma$. This problem will be called the weak multilinear Hausdorff problem of moments for $m{u}_{mathbfk}$. Comparison with classical results will allow us to relate the weak multilinear Hausdorff problem with the multivariate Hausdorff problem. A solution to the strong multilinear Hausdorff problem of moments will be provided by exhibiting necessary and sufficient conditions for the existence of a Radon measure $mu$ on $[0,1]$ such that $L_{m}u(f_1,\mathrm{...},f_n)=in{t}_I{f}_1(t)\mathrm{...}{f}_n(t)mu(dt)$ where $L_{m}u$ is the $n$-linear moment functional on the space of continuous functions on the unit interval defined by the sequence $m{u}_{mathbfk}$. Finally the previous results will be used to provide a characterization of a class of weakly harmonizable stochastic processes with bimeasures supported on compact sets.

Full work available at URL: https://arxiv.org/abs/1203.2967

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zbMATH Keywords

covariance functionmultilinear functionalsHausdorff multivariate moment problempolymeasuressecond-order stochastic processes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Moment problems (44A60) (Spaces of) multilinear mappings, polynomials (46G25)

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Cited In (6)

• A variant of the Hausdorff theorem for multi-index matrices. II
• On the multilinear trigonometric problem of moments
• On the Hausdorff moment problem
• A Hausdorff moment problem with non-integral powers: approximation by finite moments
• Dirichlet polynomials and a moment problem
• The Hausdorff Moment Problem with Complex Exponents and a Müntz‐Szasz Theorem for Distributions

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