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Related papers: Moment problem in infinitely many variables

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The uniqueness question of the multivariate moment problem is studied by different methods: Hilbert space operators, complex function theory, polynomial approximation, disintegration, integral geometry. Most of the known results in the…

Functional Analysis · Mathematics 2008-10-07 Mihai Putinar , Konrad Schmüdgen

The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…

Probability · Mathematics 2024-05-10 Will Sawin , Melanie Matchett Wood

This paper deals with the moment problem on a (not necessarily finitely generated) commutative unital real algebra $A$. We define moment functionals on $A$ as linear functionals which can be written as integrals over characters of $A$ with…

Functional Analysis · Mathematics 2017-12-19 Konrad Schmüdgen

We extend Haviland's theorem on the integral representation of positive linear functionals on usual (real multivariate) polynomials to the integral representation of positive linear maps on operator polynomials mapping into the space of…

Functional Analysis · Mathematics 2013-07-09 J. Cimprič , A. Zalar

The moment problem is an important problem in Functional Analysis and in Probability measure. It goes back to Stieltjes, around 1890. There is still an important ongoing interest in the recent literature. But, up today, the main theoretical…

Functional Analysis · Mathematics 2020-04-30 Moussoda Touré , Gane Samb Lo , Aladji Babacar Niang

Due to its intimate relation to Spectral Theory and Schr\"{o}dinger operators, the multivariate moment problem has been a subject of many researches, so far without essential success (if one compares with the one--dimensional case). In the…

Functional Analysis · Mathematics 2007-05-23 Ognyan Kounchev , Hermann Render

The theory of holomorphic functions of several complex variables is applied in proving a multidimensional variant of a theorem involving an exponential boundedness criterion for the classical moment problem. A theorem of Petersen concerning…

Quantum Physics · Physics 2009-11-07 Anatolij Dvurecenskij , Pekka Lahti , Kari Ylinen

The aim of the dissertation is threefold: the first two parts are devoted to explore the Fourth Moment Theorem and universality properties for homogeneous sums, while the last part approaches the classical theory of orthogonal polynomials…

Probability · Mathematics 2017-05-10 Rosaria Simone

We consider the problem of finding a (non-negative) measure $\mu$ on $\mathfrak{B}(\mathbb{C}^n)$ such that $\int_{\mathbb{C}^n} \mathbf{z}^{\mathbf{k}} d\mu(\mathbf{z}) = s_{\mathbf{k}}$, $\forall \mathbf{k}\in\mathcal{K}$. Here…

Functional Analysis · Mathematics 2021-02-12 Sergey M. Zagorodnyuk

The paper is a sequel to the paper "Application of localization to the multivariate moment problem" by the same author. A new criterion is presented for a positive semidefinite linear functional on the real polynomial algebra to correspond…

Functional Analysis · Mathematics 2014-10-20 Murray Marshall

This paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…

Probability · Mathematics 2014-07-08 Guenter Last , Mathew D. Penrose , Matthias Schulte , Christoph Thaele

We consider a generic basic semi-algebraic subset $\mathcal{S}$ of the space of generalized functions, that is a set given by (not necessarily countably many) polynomial constraints. We derive necessary and sufficient conditions for an…

Probability · Mathematics 2017-01-10 Maria Infusino , Tobias Kuna , Aldo Rota

The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. A standard approach reduces the problem to a finite…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

Infinite dimensional moment problems have a long history in diverse applied areas dealing with the analysis of complex systems but progress is hindered by the lack of a general understanding of the mathematical structure behind them.…

Functional Analysis · Mathematics 2017-10-02 Maria Infusino , Salma Kuhlmann

For a class of orthogonal polynomials related to the $q$-Meixner polynomials corresponding to an indeterminate moment problem we give a one-parameter family of orthogonality measures. For these measures we complement the orthogonal…

Classical Analysis and ODEs · Mathematics 2012-10-16 Wolter Groenevelt , Erik Koelink

We show how to achieve the notion of "multicalibration" from H\'ebert-Johnson et al. [2018] not just for means, but also for variances and other higher moments. Informally, it means that we can find regression functions which, given a data…

Machine Learning · Computer Science 2020-08-19 Christopher Jung , Changhwa Lee , Mallesh M. Pai , Aaron Roth , Rakesh Vohra

This paper introduces and develops the algebraic framework of moment polynomials, which are polynomial expressions in commuting variables and their formal mixed moments. Their positivity and optimization over probability measures supported…

Functional Analysis · Mathematics 2024-05-14 Igor Klep , Victor Magron , Jurij Volčič

We consider the problem of approximating numerically the moments and the supports of measures which are invariant with respect to the dynamics of continuous- and discrete-time polynomial systems, under semialgebraic set constraints. First,…

Dynamical Systems · Mathematics 2018-07-03 Victor Magron , Marcelo Forets , Didier Henrion

This paper is about the moment problem on a finite-dimensional vector space of continuous functions. We investigate the structure of the convex cone of moment functionals (supporting hyperplanes, exposed faces, inner points) and treat…

Functional Analysis · Mathematics 2018-04-20 Philipp J. di Dio , Konrad Schmüdgen

We study the truncated two-dimensional moment problem (with rectangular data): to find a non-negative measure $\mu(\delta)$, $\delta\in\mathfrak{B}(\mathbb{R}^2)$, such that $\int_{\mathbb{R}^2} x_1^m x_2^n d\mu = s_{m,n}$, $0\leq m\leq…

Functional Analysis · Mathematics 2017-08-01 Sergey M. Zagorodnyuk
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