The moment problem with bounded density
Functional Analysis
2011-11-09 v2 Probability
Abstract
Let be a given Borel measure on and let , , be a given sequence. We provide several conditions linking and the moment sequence of , for to be the moment sequence of a Borel measure on which is absolutely continuous with respect to and such that its density is in . The conditions are necessary and sufficient if is a compact basic semi-algebraic set, and sufficient if . Moreover, arbitrary finitely many of these conditions can be checked by solving either a semidefinite program or a linear program with a single variable
Cite
@article{arxiv.math/0607463,
title = {The moment problem with bounded density},
author = {Jean B. Lasserre},
journal= {arXiv preprint arXiv:math/0607463},
year = {2011}
}