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We characterize the existence of the Lebesgue integrable solutions of the truncated problem of moments in several variables on unbounded supports by the existence of some maximum entropy -- type representing densities and discuss a few…

Functional Analysis · Mathematics 2013-01-01 Calin-Grigore Ambrozie

We study truncated moment sequences of distribution mixtures, especially from Gaussian and log-normal distributions and their Carath\'eodory numbers. For $\mathsf{A} = \{a_1,\dots,a_m\}$ continuous (sufficiently differentiable) functions on…

Probability · Mathematics 2019-07-01 Philipp J. di Dio

The method of truncated Mellin moments in a solving QCD evolution equations of the nonsinglet structure functions $F_2^{NS}(x,Q^2)$ and $g_1^{NS}(x,Q^2)$ is presented. All calculations are performed within double logarithmic $ln^2x$…

High Energy Physics - Phenomenology · Physics 2007-05-23 D. Kotlorz , A. Kotlorz

We investigate the problem of representing moment sequences by measures in the context ofPolynomial Optimization Problems, that consist in finding the infimum of a real polynomial ona real semialgebraic set defined by polynomial…

Commutative Algebra · Mathematics 2024-12-03 Lorenzo Baldi , Bernard Mourrain

In this paper we study the truncated matrix trigonometric moment problem. We obtained a bijective parameterization of all solutions of this moment problem (both in nondegenerate and degenerate cases) via an operator approach. We use…

Functional Analysis · Mathematics 2010-12-08 Sergey M. Zagorodnyuk

Let $\mu$ be a positive Borel measure on the real line and let $L$ be the linear functional on univariate polynomials of bounded degree, defined as integration with respect to $\mu$. In 2020, Blekherman et al., the characterization of all…

Functional Analysis · Mathematics 2024-12-31 Rajkamal Nailwal , Aljaž Zalar

The truncated multidimensional moment problem is studied in terms of the Stieltjes transform as the interpolation problem. A step-by-step algorithm is constructed for the multidimensional moment problem and the set of solutions is found in…

Functional Analysis · Mathematics 2025-01-13 Ivan Kovalyov

The paper treats several aspects of the truncated matricial $[\alpha,\beta]$-Hausdorff type moment problems. It is shown that each $[\alpha,\beta]$-Hausdorff moment sequence has a particular intrinsic structure. More precisely, each element…

Complex Variables · Mathematics 2017-01-26 Bernd Fritzsche , Bernd Kirstein , Conrad Mädler

Generalized moment problems optimize functional expectation over a class of distributions with generalized moment constraints, i.e., the function in the moment can be any measurable function. These problems have recently attracted growing…

Optimization and Control · Mathematics 2022-01-12 Jiayi Guo , Simai He , Bo Jiang , Zhen Wang

We investigate and discuss when the inverse of a multivariate truncated moment matrix of a measure $\mu$ has zeros in some prescribed entries. We describe precisely which pattern of these zeroes corresponds to independence, namely, the…

Probability · Mathematics 2009-09-29 J. William Helton , Jean B. Lasserre , Mihai Putinar

In this prelinimary version of paper, we propose to give a complete solution to the Truncated Multidimensional Trigonometric Moment Problem (TMTMP) from a system and signal processing perspective. In mathematical TMTMPs, people care about…

Optimization and Control · Mathematics 2026-01-14 Guangyu Wu , Anders Lindquist

We summarize significant classical results on (in)determinacy of measures in terms of their finite positive integer order moments. Well-known is the role of the smallest eigenvalues of Hankel matrices, starting from Hamburger's results a…

Functional Analysis · Mathematics 2023-10-09 Pier Luigi Novi Inverardi , Aldo Tagliani , Jordan M. Stoyanov

In the present article we derive an explicit expression for the trun- cated mean and variance for the multivariate normal distribution with ar- bitrary rectangular double truncation. We use the moment generating ap- proach of Tallis (1961)…

Computation · Statistics 2012-06-26 Manjunath B G , Stefan Wilhelm

A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…

Optimization and Control · Mathematics 2018-01-23 Jonathan Korman , Robert J. McCann

Most common Optimal Transport (OT) solvers are currently based on an approximation of underlying measures by discrete measures. However, it is sometimes relevant to work only with moments of measures instead of the measure itself, and many…

Numerical Analysis · Mathematics 2022-12-05 Olga Mula , Anthony Nouy

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

Matrix-valued covariance extension and multivariate spectral estimation are formulated as generalized moment problems in the "THREE" approach and its extensions. Under this context, we discuss Theorem 6 in \cite{Georgiou-06} concerning the…

Optimization and Control · Mathematics 2019-08-08 Bin Zhu

We describe all solutions of the matrix Hamburger moment problem in a general case (no conditions besides solvability are assumed). We use the fundamental results of A.V. Shtraus on the generalized resolvents of symmetric operators. All…

Classical Analysis and ODEs · Mathematics 2009-10-21 Sergey M. Zagorodnyuk

We obtain bivariate forms of Gumbel's, Fr\'echet's and Chung's linear inequalities for $P(S\ge u, T\ge v)$ in terms of the bivariate binomial moments $\{S_{i,j}\}$, $1\le i\le k, 1\le j\le l$ of the joint distribution of $(S,T)$. At…

Probability · Mathematics 2016-01-19 Qin Ding , Eugene Seneta

The discrete data encoded in the power moments of a positive measure, fast decaying at infinity on euclidean space, is incomplete for recovery, leading to the concept of moment indeterminateness. On the other hand, classical integral…

Functional Analysis · Mathematics 2023-08-01 David P. Kimsey , Mihai Putinar
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