Related papers: Recent Developments on the Moment Problem
Positive semidefiniteness, recursiveness, and the variety condition of a moment matrix are necessary and sufficient conditions to solve the quadratic and quartic moment problems. Also, positive semidefiniteness, combined with another…
With a proper function theoretic definition of the {\it cloud} of a positive measure with compact support in the real plane, a computational scheme of transforming the moments of the original measure into the moments of the uniformly…
We establish relationships between the classical moments problems which are problems of a construction of a measure supported on a real line, on a half-line or on an interval from prescribed set of moments with the Boundary control approach…
Let $\mu$ be a given Borel measure on $\K\subseteq\R^n$ and let $y=(y_\alpha)$, $\alpha\in\N^n$, be a given sequence. We provide several conditions linking $y$ and the moment sequence $z=(z_\alpha)$ of $\mu$, for $y$ to be the moment…
Moments are expectation values of products of powers of position and momentum, taken over quantum states (or averages over a set of classical particles). For free particles, the evolution in the quantum case is closely related to that of a…
In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…
We consider the singular values of certain Young diagram shaped random matrices. For block-shaped random matrices, the empirical distribution of the squares of the singular eigenvalues converges almost surely to a distribution whose moments…
We apply a classical mathematical problem, the moment problem, with its related mathematical achievements, to the study of the parton distribution function (PDF) in hadron physics, and propose a strategy to sieve the moments of the PDF by…
It can be difficult to assess the quality of a fitted model when facing unsupervised learning problems. Latent variable models, such as variation autoencoders and Gaussian mixture models, are often trained with likelihood-based approaches.…
The moment measure problem consists in finding a convex function $\psi$ whose moment measure, i.e., the pushforward by $\nabla \psi$ of the measure with density $e^{-\psi(\,\cdot\,)}$, is prescribed. It is highly non-linear and less…
The conventional perspective on Markov chains considers decision problems concerning the probabilities of temporal properties being satisfied by traces of visited states. However, consider the following query made of a stochastic system…
This contribution aims at studying the behaviour of the classical sample moment estimator, $S(n,q)= \sum_{k=1}^n X_k^{q}/n $, as a function of the number of available samples $n$, in the case where the random variables $X$ are positive,…
We consider Markov processes in continuous time with state space $\posint^N$ and provide two sufficient conditions and one necessary condition for the existence of moments $E(\|X(t)\|^r)$ of all orders $r \in \nat$ for all $t \geq 0$. The…
The uniform probability measure on a convex polytope induces piecewise polynomial densities on its projections. For a fixed combinatorial type of simplicial polytopes, the moments of these measures are rational functions in the vertex…
We demonstrate an approach to solving the coagulation equation that involves using a finite number of moments of the particle size distribution. This approach is particularly useful when only general properties of the distribution, and…
Let $\mathsf{A}=\{a_1,\dots,a_m\}$, $m\in\mathbb{N}$, be measurable functions on a measurable space $(\mathcal{X},\mathfrak{A})$. If $\mu$ is a positive measure on $(\mathcal{X},\mathfrak{A})$ such that $\int a_i d\mu<\infty$ for all $i$,…
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value…
The problem of robust binary hypothesis testing is studied. Under both hypotheses, the data-generating distributions are assumed to belong to uncertainty sets constructed through moments; in particular, the sets contain distributions whose…
The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…
Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…