Bounding the support of a measure from its marginal moments
Optimization and Control
2010-11-02 v1
Abstract
Given all moments of the marginals of a measure on Rn, one provides (a) explicit bounds on its support and (b), a numerical scheme to compute the smallest box that contains the support. It consists of solving a hierarchy of generalized eigenvalue problems associated with some Hankel matrices.
Keywords
Cite
@article{arxiv.1011.0138,
title = {Bounding the support of a measure from its marginal moments},
author = {Jean Lasserre},
journal= {arXiv preprint arXiv:1011.0138},
year = {2010}
}
Comments
To appear in Proc. Amer. Math. Soc