English

The multidimensional truncated Moment Problem: The Moment Cone

Functional Analysis 2018-09-05 v1 Algebraic Geometry Optimization and Control

Abstract

Let A={a1,,am}\mathsf{A}=\{a_1,\dots,a_m\}, mNm\in\mathbb{N}, be measurable functions on a measurable space (X,A)(\mathcal{X},\mathfrak{A}). If μ\mu is a positive measure on (X,A)(\mathcal{X},\mathfrak{A}) such that aidμ<\int a_i d\mu<\infty for all ii, then the sequence (a1dμ,,amdμ)(\int a_1 d\mu,\dots,\int a_m d\mu) is called a moment sequence. By Richter's Theorem each moment sequence has a kk-atomic representing measure with kmk\leq m. The set SA\mathcal{S}_\mathsf{A} of all moment sequences is the moment cone. The aim of this paper is to analyze the various structures of the moment cone. The main results concern the facial structure (exposed faces, facial dimensions) and lower and upper bounds of the Carath\'eodory number (that is, the smallest number of atoms which suffices for all moment sequences) of the convex cone SA\mathcal{S}_{\mathcal{A}}. In the case when XRn\mathcal{X}\subseteq \mathbb{R}^n and aiC1(X,R)a_i\in C^1(\mathcal{X},\mathbb{R}), the differential structure of the moment map and regularity/singularity properties of moment sequences are analyzed. The maximal mass problem is considered and some applications to other problems are sketched.

Keywords

Cite

@article{arxiv.1809.00584,
  title  = {The multidimensional truncated Moment Problem: The Moment Cone},
  author = {Philipp J. di Dio and Konrad Schmüdgen},
  journal= {arXiv preprint arXiv:1809.00584},
  year   = {2018}
}

Comments

1 figure, 3 tables

R2 v1 2026-06-23T03:52:45.349Z