Geodesic
Extreme Measures with Given Moments or Marginals
Canadian journal of mathematics, Tome 47 (1995) no. 5, pp. 946-958

Voir la notice de l'article provenant de la source Cambridge University Press

We study the generalized moment problem and the marginal constraints problem. We connect them when the measures have a finite support.The extreme points of the convex set of solutions with a finite support are determined in both problems.For the moment problem, they are shown to span in the weak topology the set of all the solutions.
DOI : 10.4153/CJM-1995-049-7
Mots-clés : 60B20, 62B10, generalized moments, marginals, extreme points 
Girardin, Valerie. Extreme Measures with Given Moments or Marginals. Canadian journal of mathematics, Tome 47 (1995) no. 5, pp. 946-958. doi: 10.4153/CJM-1995-049-7
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