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The truncated moment problem consists of determining whether a given finitedimensional vector of real numbers y is obtained by integrating a basis of the vector space of polynomials of bounded degree with respect to a non-negative measure…

Algebraic Geometry · Mathematics 2023-02-15 Didier Henrion , Simone Naldi , Mohab Safey El Din

Prony's method is a prototypical eigenvalue analysis based method for the reconstruction of a finitely supported complex measure on the unit circle from its moments up to a certain degree. In this note, we give a generalization of this…

Numerical Analysis · Mathematics 2015-06-02 Stefan Kunis , Thomas Peter , Tim Roemer , Ulrich von der Ohe

We find necessary and sufficient conditions for the existence of a probability measure on $\mathbb{N}_0$, the nonnegative integers, whose first $n$ moments are a given $n$-tuple of nonnegative real numbers. The results, based on finding an…

Probability · Mathematics 2021-08-16 M. Infusino , T. Kuna , J. L. Lebowitz , E. R. Speer

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

We employ positivity of Riesz functionals to establish representing measures (or approximate representing measures) for truncated multivariate moment sequences. For a truncated moment sequence $y$, we show that $y$ lies in the closure of…

Functional Analysis · Mathematics 2009-09-16 Lawrence Fialkow , Jiawang Nie

A truncated moment sequence (tms) of degree d is a vector indexed by monomials whose degree is at most d. Let K be a semialgebraic set.The truncated K-moment problem (TKMP) is: when does a tms y admit a positive Borel measure supported?…

Functional Analysis · Mathematics 2012-09-07 J. William Helton , Jiawang Nie

Complex moment sequences are exactly those which admit positive definite extensions on the integer lattice points of the upper diagonal half-plane. Here we prove that the aforesaid extension is unique provided the complex moment sequence is…

Functional Analysis · Mathematics 2018-03-09 D. Cichoń , J. Stochel. F. H. Szafraniec

We investigate when a linear functional $L$ defined on a linear subspace $B$ of a unital commutative real algebra $A$ admits an integral representation w.r.t. a positive Radon measure supported on a closed subset $K$ of the character space…

Functional Analysis · Mathematics 2024-01-31 Raul E. Curto , Mehdi Ghasemi , Maria Infusino , Salma Kuhlmann

Eigenvalue analysis based methods are well suited for the reconstruction of finitely supported measures from their moments up to a certain degree. We give a precise description when Prony's method succeeds in terms of an interpolation…

Numerical Analysis · Mathematics 2016-03-08 Stefan Kunis , H. Michael Möller , Ulrich von der Ohe

The truncated moment problem asks to characterize finite sequences of real numbers that are the moments of a positive Borel measure on Rn. Its tracial analog is obtained by integrating traces of symmetric matrices and is the main topic of…

Functional Analysis · Mathematics 2020-02-03 Abhishek Bhardwaj , Aljaz Zalar

In this paper we study the truncated power moment problem with an odd number of prescribed moments. A Nevanlinna-type formula is derived for this moment problem in the case when the moment problem has more than one solution (the…

Functional Analysis · Mathematics 2014-01-22 Sergey M. Zagorodnyuk

We present tracial analogs of the classical results of Curto and Fialkow on moment matrices. A sequence of real numbers indexed by words in non-commuting variables with values invariant under cyclic permutations of the indexes, is called a…

Functional Analysis · Mathematics 2012-08-27 Sabine Burgdorf , Igor Klep

A moment problem is presented for a class of signed measures which are termed pseudo-positive. Our main result says that for every pseudo-positive definite functional (subject to some reasonable restrictions) there exists a representing…

Functional Analysis · Mathematics 2010-06-08 Ognyan Kounchev , Hermann Render

Truncated moment problems in the class of generalized Nevanlinna functions are investigated. General solvability criteria will be established, covering both the even and odd problems, including complete parametrizations of solutions. The…

Functional Analysis · Mathematics 2011-01-04 Vladimir Derkach , Seppo Hassi , Henk de Snoo

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

For the truncated moment problem associated to a complex sequence $\gamma ^{(2n)}=\{\gamma _{ij}\}_{i,j\in Z_{+},i+j \leq 2n}$ to have a representing measure $\mu $, it is necessary for the moment matrix $M(n)$ to be positive semidefinite,…

Functional Analysis · Mathematics 2014-02-04 Raul E. Curto , Seonguk Yoo

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

In this paper we study the truncated operator trigonometric moment problem. All solutions of the moment problem are described by a Nevanlinna-type parameterization. In the case of moments acting in a separable Hilbert space, the matrices of…

Functional Analysis · Mathematics 2015-01-13 Sergey M. Zagorodnyuk

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

We characterize the existence of the $L^1$ solutions of the truncated moments problem in several real variables on unbounded supports by the existence of the maximum of certain concave Lagrangian functions. A natural regularity assumption…

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