English

The moment problem with bounded density

Functional Analysis 2011-11-09 v2 Probability

Abstract

Let μ\mu be a given Borel measure on \KRn\K\subseteq\R^n and let y=(yα)y=(y_\alpha), αNn\alpha\in\N^n, be a given sequence. We provide several conditions linking yy and the moment sequence z=(zα)z=(z_\alpha) of μ\mu, for yy to be the moment sequence of a Borel measure ν\nu on \K\K which is absolutely continuous with respect to μ\mu and such that its density is in L(\K,μ)L_\infty(\K,\mu). The conditions are necessary and sufficient if \K\K is a compact basic semi-algebraic set, and sufficient if \KRn\K\equiv\R^n. Moreover, arbitrary finitely many of these conditions can be checked by solving either a semidefinite program or a linear program with a single variable

Keywords

Cite

@article{arxiv.math/0607463,
  title  = {The moment problem with bounded density},
  author = {Jean B. Lasserre},
  journal= {arXiv preprint arXiv:math/0607463},
  year   = {2011}
}