Lebesgue and gaussian measure of unions of basic semi-algebraic sets
Abstract
Given a finite Borel measure on R n and basic semi-algebraic sets \_i R n , i = 1,. .. , p, we provide a systematic numerical scheme to approximate as closely as desired (\cup\_i \_i), when all moments of are available (and finite). More precisely , we provide a hierarchy of semidefinite programs whose associated sequence of optimal values is monotone and converges to the desired value from above. The same methodology applied to the complement R n \ (\cup\_i \_i) provides a monotone sequence that converges to the desired value from below. When is the Lebesgue measure we assume that := \cup\_i \_i is compact and contained in a known box B and in this case the complement is taken to be B \ . In fact, not only () but also every finite vector of moments of \_ (the restriction of on ) can be approximated as closely as desired, and so permits to approximate the integral on of any given polynomial.
Keywords
Cite
@article{arxiv.1706.08253,
title = {Lebesgue and gaussian measure of unions of basic semi-algebraic sets},
author = {Jean Lasserre and Youssouf Emin},
journal= {arXiv preprint arXiv:1706.08253},
year = {2017}
}