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Reconsideration of the multivariate moment problem and a new method for approximating multivariate integrals

泛函分析 2007-05-23 v1 数值分析

摘要

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 present paper we reconsider a basic axiom of the standard approach - the positivity of the measure. We introduce the so--called pseudopositive measures instead. One of our main achievements is the solution of the moment problem in the class of the pseudopositive measures. A measure \ μ\mu is called pseudopositive if its Laplace-Fourier coefficients μk,l(r),\mu_{k,l}(r) , r0,r\geq0, in the expansion in spherical harmonics are non--negative. Another main profit of our approach is that for pseudopositive measures we may develop efficient ''cubature formulas'' by generalizing the classical procedure of Gauss--Jacobi: for every integer \ p1p\geq1 we construct a new pseudopositive measure νp\nu_{p} having ''minimal support'' and such that μ(h)=νp(h)\mu(h) =\nu_{p}(h) for every polynomial hh with Δ2ph=0.\Delta^{2p}h=0. The proof of this result requires application of the famous theory of Chebyshev, Markov, Stieltjes, Krein for extremal properties of the Gauss-Jacobi measure, by employing the classical orthogonal polynomials pk,l;j,p_{k,l;j}, j0,j\geq0, with respect to every measure μk,l.\mu_{k,l}. As a byproduct we obtain a notion of multivariate orthogonality defined by the polynomials pk,l;jp_{k,l;j}. A major motivation for our investigation has been the further development of new models for the multivariate Schr\"{o}dinger operators, which generalize the classical result of M. Stone saying that the one--dimensional orthogonal polynomials represent a model for the self--adjoint operators with simple spectrum.

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引用

@article{arxiv.math/0509380,
  title  = {Reconsideration of the multivariate moment problem and a new method for approximating multivariate integrals},
  author = {Ognyan Kounchev and Hermann Render},
  journal= {arXiv preprint arXiv:math/0509380},
  year   = {2007}
}

备注

44 pages, LaTeX2e. submitted to Annals of Mathematics