On the multilinear Hausdorff problem of moments

DOI10.1007/S13163-013-0123-5MaRDI QIDQ395147zbMATH OpenOpenAlexFDO

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

Publication date 28 January 2014

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

Full work available at URL https://arxiv.org/abs/1203.2967, http://eprints.ucm.es/24704/1/1203.2967v1.pdf

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)

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.

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Cites work

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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
• A Hausdorff moment problem with non-integral powers: approximation by finite moments
• On the Hausdorff moment problem
• Dirichlet polynomials and a moment problem
• The Hausdorff Moment Problem with Complex Exponents and a Müntz‐Szasz Theorem for Distributions

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