English

Lebesgue and gaussian measure of unions of basic semi-algebraic sets

Optimization and Control 2017-06-27 v1

Abstract

Given a finite Borel measure μ\mu on R n and basic semi-algebraic sets Ω\Omega\_i \subset R n , i = 1,. .. , p, we provide a systematic numerical scheme to approximate as closely as desired μ\mu(\cup\_i Ω\Omega\_i), when all moments of μ\mu 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 Ω\Omega\_i) provides a monotone sequence that converges to the desired value from below. When μ\mu is the Lebesgue measure we assume that Ω\Omega := \cup\_i Ω\Omega\_i is compact and contained in a known box B and in this case the complement is taken to be B \ Ω\Omega. In fact, not only μ\mu(Ω\Omega) but also every finite vector of moments of μ\mu\_Ω\Omega (the restriction of μ\mu on Ω\Omega) can be approximated as closely as desired, and so permits to approximate the integral on Ω\Omega 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}
}