On a completeness problem in a Fourier-based probability metrics in R^N

MaRDI QIDQ4983707zbMATH OpenFDO

Authors Małgorzata Stawiska

Publication date 26 April 2021

Full work available at URL https://arxiv.org/abs/1609.00343, http://rivista.math.unipr.it/wwwprotetto/2020-11-2/Riv_Parma_11-2-2020_05.pdf

zbMATH Keywords

characteristic functioncompletenessconvergence of probability measuresexponential integral functionFourier transformmoments

Mathematics Subject Classification ID

Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Convergence of probability measures (60B10) Characteristic functions; other transforms (60E10)

Abstract: We study completeness of the spaces $mathcal{P}_s^{=}$ of probability measures in $mathbb{R}^N$ which have equal (prescribed) moments up to order $sinmathbbN$, endowed with the metric $d_s(mu,u)=su{p}_{xinmathbb{R}^{N}setminus0}frac|hatmu(x)-hatu(x)||x{|}^s$, where $hatmu$ is the characteristic function of $mu$. We prove that the spaces $(mathcal{P}_s^{=},d_s)$ are complete if $s$ is even and construct suitable counterexamples to completeness for all odd $s$. This solves an open problem formulated by J. Carrillo and G. Toscani in 2007.

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(2)

• Completeness of Bhattacharya metric on the space of probabilities
• Relaxation in Sobolev spaces and L^1 spectral gap of the 1D dissipative Boltzmann equation with Maxwell interactions

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