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Related papers: The Truncated Moment Problem on $\mathbb{N}_0$

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We consider different problems within the general theme of long-range percolation on oriented graphs. Our aim is to settle the so-called truncation question, described as follows. We are given probabilities that certain long-range oriented…

Probability · Mathematics 2016-06-22 Aernout C. D. van Enter , Bernardo N. B. de Lima , Daniel Valesin

A multiset $\Lambda=\{\lambda_1,\ldots,\lambda_n\}$ of complex numbers is said to be realizable whenever there exists a nonnegative matrix of order $n$ with spectrum $\Lambda$. One of the broadest criterion that guarantees realizability is…

Spectral Theory · Mathematics 2024-01-17 Alberto Borobia , Roberto Canogar

We establish new results of first-order necessary conditions of optimality for finite-dimensional problems with inequality constraints and for problems with equality and inequality constraints, in the form of John's theorem and in the form…

Optimization and Control · Mathematics 2014-09-09 Joël Blot

We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…

Probability · Mathematics 2021-10-18 Yacov Satin , Rostislav Razumchik , Alexander Zeifman , Ivan Kovalev

In this article we study the bivariate truncated moment problem (TMP) of degree $2k$ on the union of parallel lines. First we present an alternative proof of Fialkow's solution \cite{Fia15} to the TMP on the union of two parallel lines…

Functional Analysis · Mathematics 2022-12-06 Aljaž Zalar

This paper studies the truncation method from Alquier [1] to derive high-probability PAC-Bayes bounds for unbounded losses with heavy tails. Assuming that the $p$-th moment is bounded, the resulting bounds interpolate between a slow rate $1…

Machine Learning · Statistics 2024-03-26 Borja Rodríguez-Gálvez , Omar Rivasplata , Ragnar Thobaben , Mikael Skoglund

We give a version of the Riesz-Haviland theorem for truncated moments problems, characterizing the existence of the representing measures that are absolutely continuous with respect to the Lebesgue measure. The existence of such…

Functional Analysis · Mathematics 2012-09-04 Calin-Grigore Ambrozie

The problems of optimal recovery of unbounded operators are studied. Optimality means the highest possible accuracy and the minimal amount of discrete information involved. It is established that the truncation method, when certain…

Numerical Analysis · Mathematics 2025-05-13 Oleg Davydov , Sergei Solodky

Let $\{X_n;n\ge 1\}$ be a sequence of independent and identically distributed random variables on a sub-linear expectation space $(\Omega,\mathscr{H},\widehat{\mathbb E})$, $S_n=X_1+\ldots+X_n$. We consider the moments of $\max_{n\ge…

Probability · Mathematics 2022-02-28 Li-Xin Zhang

This paper is a continuation of our previous investigation on the truncated matrix trigonometric moment problem in Ukrainian Math. J., 2011, 63, no.6, 786-797. In the present paper we obtain a Nevanlinna-type formula for this moment problem…

Functional Analysis · Mathematics 2012-01-12 Sergey M. Zagorodnyuk

We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…

Probability · Mathematics 2015-01-20 Raphael Lachieze-Rey , Ilya Molchanov

We consider the best-choice problem for independent (not necessarily iid) observations $X_1, \cdots, X_n$ with the aim of selecting the sample minimum. We show that in this full generality the monotone case of optimal stopping holds and the…

Probability · Mathematics 2021-10-13 Alexander Gnedin , Patryk Kozieł , Małgorzata Sulkowska

We consider the problem of approximating the unknown density $u\in L^2(\Omega,\lambda)$ of a measure $\mu$ on $\Omega\subset\R^n$, absolutely continuous with respect to some given reference measure $\lambda$, from the only knowledge of…

Optimization and Control · Mathematics 2012-09-03 Didier Henrion , Jean-Bernard Bernard Lasserre , Martin Mevissen

We establish unconditional $\Omega$-results for all weighted even moments of primes in arithmetic progressions. We also study the moments of these moments and establish lower bounds under GRH. Finally, under GRH and LI we prove an…

Number Theory · Mathematics 2023-06-16 Régis de la Bretèche , Daniel Fiorilli

One aspect of Poisson approximation is that the support of the random variable of interest is often finite while the support of the Poisson distribution is not. In this paper we will remedy this by examining truncated negative binomial (of…

Probability · Mathematics 2017-05-02 H. L. Gan

In this paper we study truncated moment problems for $J$-self-adjoint, $J$-skew-self-adjoint and $J$-unitary operators. Conditions of the solvability are given. Some canonical solutions of the moment problems are constructed. As a…

Functional Analysis · Mathematics 2014-06-17 Sergey M. Zagorodnyuk

In order to anticipate rare and impactful events, we propose to quantify the worst-case risk under distributional ambiguity using a recent development in kernel methods -- the kernel mean embedding. Specifically, we formulate the…

Optimization and Control · Mathematics 2020-09-08 Jia-Jie Zhu , Wittawat Jitkrittum , Moritz Diehl , Bernhard Schölkopf

We establish new convergence rates for the Moment-Sum-of-Squares (Moment-SoS) relaxations for the Generalized Moment Problem (GMP) with countable moment constraints on vectors of measures, under dual optimum attainment, $S$-fullness and…

Optimization and Control · Mathematics 2025-09-03 Lucas Gamertsfelder , Bernard Mourrain

In this article we provide an experimental algorithm that in many cases gives us an upper bound of the global infimum of a real polynomial on $\R^{n}$. It is very well known that to find the global infimum of a real polynomial on $\R^{n}$,…

Optimization and Control · Mathematics 2018-09-25 María López Quijorna

The aim of this paper is to study the full $K-$moment problem for measures supported on some particular non-linear subsets $K$ of an infinite dimensional vector space. We focus on the case of random measures, that is $K$ is a subset of all…

Functional Analysis · Mathematics 2021-08-16 Maria Infusino , Tobias Kuna
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