Extremal measures with prescribed moments

DOI10.1016/J.JMAA.2014.11.001zbMATH Open1302.26010arXiv1407.3620OpenAlexW2020894318MaRDI QIDQ472389FDOQ472389

Authors: Teresa Rajba, Szymon Wąsowicz 

Publication date: 19 November 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: In the approximate integration some inequalities between the quadratures and the integrals approximated by them are called emph{extremalities}. On the other hand, the set of all quadratures is convex. We are trying to find possible connections between extremalities and extremal quadratures (in the sense of extreme points of a~convex set). Of course, the quadratures are the integrals wrt~discrete measures and, moreover, a~quadrature is extremal if and only if the associated measure is extremal. Hence the natural problem arises to give some description of extremal measures with prescribed moments in the general (not only discrete) case. In this paper we deal with symmetric measures with prescribed first four moments. The full description (with no symmetry assumptions, and/or not only four moments are prescribed and so on) is far to be done.

Full work available at URL: https://arxiv.org/abs/1407.3620

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zbMATH Keywords

probability measurequadratureChoquet representation theoremconvex functions of higher orderextremalities in the approximate integrationextreme point of a convex set

Mathematics Subject Classification ID

Convexity of real functions of several variables, generalizations (26B25) Inequalities for sums, series and integrals (26D15) Convex sets without dimension restrictions (aspects of convex geometry) (52A05)

Cites Work

• Real Analysis and Probability
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• An introduction to the theory of functional equations and inequalities. Cauchy's equation and Jensen's inequality. Edited by Attila Gilányi
• Lectures on Choquet's theorem
• Real analysis
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• On some extremalities in the approximate integration

Cited In (1)

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