The truncated K-moment problem for closure of open sets

DOI10.1016/J.JFA.2012.09.001zbMATH Open1282.47016arXiv1108.0627OpenAlexW2962842574MaRDI QIDQ694766FDOQ694766

Authors: Grigoriy Blekherman, Jean B. Lasserre 

Publication date: 13 December 2012

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

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.

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

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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)

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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

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