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The Extremal Truncated Moment Problem
Journal article   Peer reviewed

The Extremal Truncated Moment Problem

Raúl Curto, Lawrence Fialkow and H Möller
Integral Equations and Operator Theory, Vol.60(2), pp.177-200
02/2008
DOI: 10.1007/s00020-008-1557-x

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Abstract

For a degree 2n real d-dimensional multisequence $$\beta \equiv \beta^{(2n)} = \{\beta_i\}_{i\in{Z}^{d}_{+},|i|\leq 2n}$$ to have a representing measure μ, it is necessary for the associated moment matrix $${\mathcal{M}}(n)(\beta)$$ to be positive semidefinite and for the algebraic variety associated to β, $${\mathcal{V}} \equiv {\mathcal{V}}_{\beta}$$ , to satisfy rank $${\mathcal{M}}(n) \leq$$ card $${\mathcal{V}}$$ as well as the following consistency condition: if a polynomial $$p(x) \equiv \sum_{|i|\leq 2n} a_{i}x^{i}$$ vanishes on $${\mathcal{V}}$$ , then $$\sum_{|i|\leq 2n} a_{i}{\beta_i} = 0$$ . We prove that for the extremal case $$(\rm{rank}\,{\mathcal{M}}(n) = \rm{card}\,{\mathcal{V}})$$ , positivity of $${\mathcal{M}}(n)$$ and consistency are sufficient for the existence of a (unique, rank $${\mathcal{M}}(n)$$ -atomic) representing measure. We also show that in the preceding result, consistency cannot always be replaced by recursiveness of $${\mathcal{M}}(n)$$ .
Hilbert polynomial of a real ideal moment matrix extension real ideals Analysis Primary 47A57, 44A60, 42A70, 30E05 Extremal truncated moment problems Mathematics Riesz functional affine Hilbert function Secondary 15A57, 15-04, 47N40, 47A20

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