Consistency of Moment Systems

Lewis, A. S.

Canadian journal of mathematics, Tome 47 (1995) no. 5, pp. 995-1006

Résumé

An important question in the study of moment problems is to determine when a fixed point in Rn lies in the moment cone of vectors , with μ a nonnegative measure. In associated optimization problems it is also important to be able to distinguish between the interior and boundary of the moment cone. Recent work of Dachuna-Castelle, Gamboa and Gassiat derived elegant computational characterizations for these problems, and for related questions with an upper bound on μ. Their technique involves a probabilistic interpretation and large deviations theory. In this paper a purely convex analytic approach is used, giving a more direct understanding of the underlying duality, and allowing the relaxation of their assumptions.

Détail

DOI : 10.4153/CJM-1995-052-2

Mots-clés : 49A55, 90C25, 65K05, 49B27, moment problem, convex analysis, duality, maximum entropy, partially finite program, constraint qualification

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