Truncated K-moment problems in several variables
Raul E. Curto, Lawrence A. Fialkow

TL;DR
This paper establishes conditions under which truncated moment sequences in several variables have unique, finitely supported representing measures, linking positive semidefinite moment matrices and algebraic varieties.
Contribution
It proves that rank-preserving extensions of positive semidefinite moment matrices guarantee unique atomic representing measures, extending the classical moment problem to semi-algebraic sets.
Findings
Unique r-atomic representing measure exists under rank-preserving extension.
Conditions for measures supported in semi-algebraic sets are characterized.
Explicit relation between moment matrix extensions and measure support is established.
Abstract
Let be an N-dimensional real multi-sequence of degree 2n, with associated moment matrix , and let . We prove that if is positive semidefinite and admits a rank-preserving moment matrix extension , then has a unique representing measure \mu, which is r-atomic, with supp \mu\mathcal{V}(\mathcal{M}(n+1))\mathcal{M}(n+1)K_{\mathcal{Q}}\mathcal{Q}% \equiv\{q_{i}\}_{i=1}^{m}\subseteq\mathbb{R}[t_{1},...,t_{N}]\mathcal{M}(n)\mathcal{M}(n+1)$ for which the associated localizing matrices…
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Taxonomy
TopicsAdvanced Optimization Algorithms Research · Polynomial and algebraic computation · Matrix Theory and Algorithms
