The core variety and representing measures in the truncated moment problem

arXiv1804.04276MaRDI QIDQ6300249FDOQ6300249

Authors: Grigoriy Blekherman, Lawrence Fialkow 

Publication date: 11 April 2018

Abstract: The classical Truncated Moment problem asks for necessary and sufficient conditions so that a linear functional $L$ on $mathcal{P}_d$, the vector space of real $n$-variable polynomials of degree at most $d$, can be written as integration with respect to a positive Borel measure $mu$ on $mathbb{R}^n$. We work in a more general setting, where $L$ is a linear functional acting on a finite dimensional vector space $V$ of Borel-measurable functions defined on a $T_1$ topological space $S$. Using an iterative geometric construction, we associate to $L$ a subset of $S$ called the extit{core variety}, $mathcalCV(L)$. Our main result is that $L$ has a representing measure $mu$ if and only if $mathcalCV(L)$ is nonempty. In this case, $L$ has a finitely atomic representing measure, and the union of the supports of such measures is precisely $mathcalCV(L)$. We also use the core variety to describe the facial decomposition of the cone of functionals in the dual space $V^{\ast }$ having representing measures. We prove a generalization of the Truncated Riesz-Haviland Theorem of Curto-Fialkow, which permits us to solve a generalized Truncated Moment Problem in terms of positive extensions of $L$. These results are adapted to derive a Riesz-Haviland Theorem for a generalized Full Moment Problem and to obtain a core variety theorem for the latter problem.

Mathematics Subject Classification ID

Linear operator methods in interpolation, moment and extension problems (47A57) Applications of operator theory in numerical analysis (47N40) Moment problems (44A60) Dilations, extensions, compressions of linear operators (47A20)

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