English

Lebesgue decomposition in action via semidefinite relaxations

Optimization and Control 2016-01-27 v2

Abstract

Given all (finite) moments of two measures μ\mu and λ\lambda on Rn\R^n, we provide a numerical scheme to obtain the Lebesgue decomposition μ=ν+ψ\mu=\nu+\psi with νλ\nu\ll\lambda and ψλ\psi\perp\lambda. Whenν\nu has a density in L_(λ)L\_\infty(\lambda) then we obtain two sequences of finite moments vectorsof increasing size (the number of moments) which converge to the moments of ν\nu and ψ\psi respectively, as the number of moments increases. Importantly, {\it no} \`a priori knowledge on the supports of μ,ν\mu, \nu and ψ\psi is required.

Keywords

Cite

@article{arxiv.1510.01842,
  title  = {Lebesgue decomposition in action via semidefinite relaxations},
  author = {Jean-Bernard Lasserre},
  journal= {arXiv preprint arXiv:1510.01842},
  year   = {2016}
}
R2 v1 2026-06-22T11:14:33.959Z