The truncated K-moment problem for closure of open sets

DOI10.1016/J.JFA.2012.09.001MaRDI QIDQ694766zbMATH OpenOpenAlexFDO

Authors Grigoriy Blekherman, Jean B. Lasserre

Publication date 13 December 2012

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1108.0627

zbMATH Keywords

maximum entropymoment problemLegendre-Fenchel transformtruncated moment problem

Mathematics Subject Classification ID

Linear operator methods in interpolation, moment and extension problems (47A57) Moment problems (44A60)

Abstract: We solve the truncated K-moment problem when $Ksubseteq{R}^n$ is the closure of a, not necessarily bounded, open set (which includes the important cases $K=R^n$ and $K=R_{+}^n$). That is, we completely characterize the interior of the convex cone of finite sequences that have a representing measure on $Ksubseteq{R}^n$. It is in fact the domain of the Legendre-Fenchel transform associated with a certain convex function. And so in this context, detecting whether a sequence is in the interior of this cone reduces to solving a finite-dimensional convex optimization problem. This latter problem is related to maximum entropy methods for approximating an unknown density from knowing only finitely many of its moments. Interestingly, the proposed approach is essentially geometric and of independent interest, as it also addresses the abstract problem of characterizing the interior of a convex cone C which is the conical hull of a set continuously parametrized by a compact set $Msubset{R}^n$ or $Msubseteq{S}^{n-1}$, where $M$ is the closure of an open subset of $R^n$ (resp. $S^{n-1}$). As a by-product we also obtain a barrier function for the cone C.

Recommendations

• Generalized truncated moment problems with unbounded sets
• A semidefinite approach for truncated \(K\)-moment problems
• Multivariate truncated moments problems and maximum entropy
• The truncated complex $K$-moment problem
• Consistency of Moment Systems

Cites work

• scientific article; zbMATH DE number 4036424 (Why is no real title available?)
• scientific article; zbMATH DE number 4052354 (Why is no real title available?)
• scientific article; zbMATH DE number 40939 (Why is no real title available?)
• scientific article; zbMATH DE number 527343 (Why is no real title available?)
• scientific article; zbMATH DE number 2146387 (Why is no real title available?)
• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
• scientific article; zbMATH DE number 3193809 (Why is no real title available?)
• A general representation theorem for partially ordered commutative rings
• A note on Tchakaloff’s Theorem
• Anneaux preordonnes
• Computing integrals over polynomially defined regions and their boundaries in 2 and 3 dimensions
• Graphical models, exponential families, and variational inference
• On the Convergence of Moment Problems
• The K-moment problem for compact semi-algebraic sets
• The classical moment problem as a self-adjoint finite difference operator
• The proof of Tchakaloff’s Theorem
• The truncated complex $K$-moment problem
• Truncated \(K\)-moment problems in several variables

Cited in

(6)

• Multivariate truncated moments problems and maximum entropy
• Conditioning moments of singular measures for entropy optimization. I
• On a definitizable analog of the trigonometric moment problem generating an indefinite Toeplitz form
• Generalized truncated moment problems with unbounded sets
• Real algebraic geometry with a view toward Koopman operator methods. Abstracts from the workshop held March 12--17, 2023
• Corrigendum to: ``The truncated K-moment problem for closure of open sets

This page was built for publication: The truncated K-moment problem for closure of open sets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q694766)