Relative entropy and the multivariable multidimensional moment problem
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Measures of information, entropy (94A17) Linear operator methods in interpolation, moment and extension problems (47A57) Applications of operator theory in the physical sciences (47N50) Moment problems (44A60) Quantum stochastic calculus (81S25) Quantum equilibrium statistical mechanics (general) (82B10)
Abstract: Entropy-like functionals on operator algebras have been studied since the pioneering work of von Neumann, Umegaki, Lindblad, and Lieb. The most well-known are the von Neumann entropy and a generalization of the Kullback-Leibler distance , refered to as quantum relative entropy and used to quantify distance between states of a quantum system. The purpose of this paper is to explore these as regularizing functionals in seeking solutions to multi-variable and multi-dimensional moment problems. It will be shown that extrema can be effectively constructed via a suitable homotopy. The homotopy approach leads naturally to a further generalization and a description of all the solutions to such moment problems. This is accomplished by a renormalization of a Riemannian metric induced by entropy functionals. As an application we discuss the inverse problem of describing power spectra which are consistent with second-order statistics, which has been the main motivation behind the present work.
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