3.1. The Moment Problem on Compact Subsets of
The next results are chronologically ordered following their date of publication. We start by recalling some main theorems of [
15], concerning the moment problem on a compact subset
with a non-empty interior in
Observe that this condition is quite natural. The author aimed to include all convex compact subsets. If a convex subset of
has an empty interior, it is easy to see that it is contained in a linear variety of dimension at most
If we consider the linear
generated by such a compact
then the convex compact
has a non-empty interior in
Therefore, for convex compact finite-dimensional subsets
we may always assume that the interior of
is non-empty. Going back to the case of an arbitrary compact subset
of
with a non-empty interior in
the open set
can be written as a union of sets of the form
where
are polynomials with real coefficients, of degrees smaller than or equal to two. Consequently,
One denotes by
the vector space generated by the polynomials of degree at most one and the polynomials
The space
is clearly a vector subspace of the space
of all polynomials of degrees at most two. We denote by
the convex cone of all polynomials in
, which takes non-negative values at all points of
, and one denotes by
the set of those
that generates an extreme ray of
An important subset is
If is convex, then we can take as the space of all polynomials of degree at most one. With and , it is easy to see that consists in only two elements: the polynomials and From this, we infer that the set of polynomials which appear naturally in the classical Hausdorff moment problem, should be replaced, in the general case, by the set of polynomials, which are finite products of elements of Since has only a multiplicative structure (the sum of two elements of this set is not, in general, an element of ), one introduces the convex cone of all linear combinations with non-negative coefficients of elements of The interesting step is that of introducing the set of all linear forms on , such that for all Then, the article goes on with three key lemmas, followed by several basic theorems partially deduced from the lemmas that precede them. In what follows, we review three of these main theorems.
Theorem 6. (See [
15], Theorem 1).
For each there exists a unique probability measure on , such that for any polynomial Theorem 6 leads to the next result, which gives a necessary and sufficient condition for the existence of a solution to the moment problem. This condition is formulated only in terms of the moments and the special polynomials that are elements of therefore, we say that the next theorem solves the moment problem. From the point of view of the next theorem, we can say that it represents the multidimensional case of the Hausdorff moment problem (the moment problem on ). On the other hand, the next theorem works for non-convex compact subsets as well. The set is much more difficult to determine in this general setting; consequently, the proofs are more difficult.
Theorem 7. (See [
15], Theorem 2).
Let be a compact subset of with a non-empty interior. A necessary and sufficient condition for a sequence being a moment sequence on is that the linear form defined on by satisfies the condition for each polynomial The next result gives the expression of any polynomial that is positive at each point of , by means of some polynomials that are elements of Since any such polynomial is a linear combination with positive coefficients of elements of the next result is called the decomposition theorem.
Theorem 8. (See [
15], Theorem 4).
Each polynomial that has positive values at all points of a compact subset with a non-empty interior in is a linear combination with positive coefficients of elements of Next, we consider the moment problem on compact semi-algebraic subsets of
If
is a sequence of real numbers, one denotes by
the linear functional defined on
by
where
is a finite subset and
are arbitrary real coefficients. If
is a finite subset of
, then the closed subset given by
is called a semi-algebraic set.
Theorem 9. (see [
2,
16]).
If is a compact semi-algebraic set, as defined above, then there is a positive Borel measure supported on , such thatif, and only if: Corollary 1. (see [
16]).
With the above notations, if is such that for all in the semi-algebraic compact defined by Equation (6), then is a finite sum of special polynomials of the formfor some and Corollary 1 is named Schmüdgen’s Positivstellensatz. There also exists Putinar’s Positivstellensatz. These are representations of positive polynomials on basic closed semi-algebraic sets, in terms of sums of squares and polynomials defining the semi-algebraic set under attention.
Remark 2. Letbe an arbitrary closed subset, anda positive regular Borel measure onwith finite momentsof all orders. This yieldsfor any finite subsetand anyIn other words, any moment sequenceis positive definite. Ifthe converse is true, since any non-negative polynomial onis a sum of squares. Then, one applies Haviland’s theorem. However, forthere exist positive definite sequences, which are not moment sequences (see [4]). In what follows, we review some known aspects of the problem of determinacy of a measure, in the one-dimensional case. A Hamburger moment sequence is determinate if it has a unique representing measure, while a Stieltjes moment sequence is called determinate if it has only one representing measure supported on The Carleman theorem (the next result) contains a powerful sufficient condition for determinacy.
Theorem 10. (Carleman’s condition; see [
2], Theorem 4.3).
Suppose that is a positive semi-definite sequence ( for all and arbitrary - (i)
Ifsatisfies Carleman’s conditionthenis a determinate Hamburger moment sequence. - (ii)
If, in additionis positive semidefinite, andthenis a determinate Stieltjes moment sequence.
The following theorem of Krein consists of a sufficient condition for indeterminacy (for measures given by densities).
Theorem 11. (See [
2], Theorem 4.14).
Let be a non-negative Borel function on Suppose that the measure defined by is a Radon measure on and has finite moments for all Ifthen the moment sequence is indeterminate.
Next, we present new checkable sufficient conditions on distributions of random variables that imply Carleman’s condition, ensuring determinacy. Consider two random variables: with values in with values in Assume that both and have continuous derivatives, and let and , respectively, be the corresponding densities. All moments of , are assumed to be finite. The symbol used below has the usual meaning of “monotone increasing”.
Theorem 12. (See [
20], Theorem 1; Hamburger case).
Assume that the density of is symmetrical on , and continuous and strictly positive outside an interval such that the following conditions hold:then satisfies Carleman’s condition and, hence, is determinate. Theorem 13. (See [
20], Theorem 2; Stieltjes case).
Assume that the density of is continuous and strictly positive on for some , such that the following conditions hold:Under these conditions, satisfies Carleman’s condition and, hence, is determinate. Example 1. The distribution functionwith a density of gsatisfies the conditions of Theorem 13; hence, it isdeterminate.
Remark 3. The problem of determinacy of measures onis much more difficult than that for the caseIn the next subsection, we partially solve this problem (see Lemmas 3 and 4, Theorems 15 and 19, as well as their corollaries, stated or proved in Section 3.2). 3.2. Polynomial Approximation on Unbounded Subsets, Markov Moment Problem, and Related Problems
The present section is based on results published in [
36,
38], also using the expression of non-negative polynomials on a strip [
22]. We start by recalling a polynomial approximation result on
, and some of its applications. Its proof follows via the Stone–Weierstrass theorem.
Lemma 1. (See [
38], Lemma 1).
Let be a continuous function, such that exists in Then, there is a decreasing sequence in , where the functions are defined as follows: such that , , uniformly on . There exists a sequence of polynomial functions , , uniformly on compact subsets of In particular, such polynomial approximation holds for non-negative continuous compactly supported functions .
Proof. The idea is to consider the sub-algebra of , where is the Alexandroff extension of and is the continuous extension of to This sub-algebra clearly separates the points of and contains the constant functions. According to the Stone–Weierstrass theorem, is dense in It follows that any continuous function with the property that the limit exists in can be uniformly approximated on by elements from As is well known, when the convergence is uniform, the approximating sequence for can be chosen such that for all Assume the following: If we obtain , where is a majorizing partial sum of the power series of , the convergence being uniform on any compact subset of If we deduce , where is a minorizing partial sum of the power series of and the convergence is uniform on compact subsets of the non-negative semi-axes. Summing as one obtains a polynomial on Since the sum defining has a finite number of terms of such partial sums, we conclude uniformly on compact subsets of as This ends the proof. □
In applications, the preceding lemma could be useful in order to prove a similar type of result for continuous functions defined only on a compact subset taking values in For such a function as one denotes by the extension of , which satisfies for all From Lemma 13 we infer the next result.
Lemma 2. (See [
38], Lemma 2).
If is a compact subset, and a continuous function, then there exists a sequence of polynomial functions, such that on , uniformly on Proof. The idea is to reduce the proof to that of the preceding Lemma 1. Specifically, we can easily construct a continuous extension
of
with compact support
Assuming this is done, if
are as in Lemma 1, since
uniformly on the compact
and
for all
in
it results in the following first conclusion:
Moreover, according to Lemma 1, we have
on
This will end the proof. To construct
, let
It is clear that
might have discontinuities at the ends of the intervals representing connected components of
If
then
is continuous at
and on the entire interval [b,
If
, for an arbitrary
define
on the interval
as the affine function whose graph is the line segment joining the points
It remains to define
on each bounded connected component of
Let ]
be such an interval,
and
On the interval
, we define
as the affine function whose graph is the line segment of ends
. Similarly, on the interval
, we consider the line segment joining the points
. The definition at points
is in accordance with the previous condition and
for all
On the interval
Finally, if
and
taking
we define
on the interval
as being the function whose graph is the line segment joining the points
on
If
we have
since
and the interval
is empty. If
and
we define
on
Thus,
is defined, non-negative, and continuous on [0,
while
is compact, contained in
The proof is complete. □
From Lemma 2 and Theorem 1 (where
stands for
and
stands for the subspace
of all polynomial functions), the next corollary follows easily. We recall a well-known important example of an order complete Banach lattice
of self-adjoint operators acting on a complex or real Hilbert space
Let
be the ordered vector space of all of the self-adjoint operators acting on
and let
The natural order relation on
is
if, and only if:
One can prove that
with this ordering is not a lattice. Therefore, it is interesting to fix
and define the following:
Then,
is an order complete Banach lattice (and a commutative real algebra), as discussed in [
5]. If
we denote by
the spectrum of
, and by
the spectral measure attached to
Corollary 2. With the above notations, assume thatis a positive self-adjoint operator acting on,is the space defined by Equation (7), andis a sequence of operators inThe following statements are equivalent:
- (a)
There exists a unique positive linear operator, such that - (b)
For any polynomial onthe result isifis an arbitrary finite subset, andthen the following inequalities hold:
Proof. We define
by
, where
is an arbitrary finite subset,
Then,
is linear and, according to the first condition (b),
for all polynomials
with
On the other hand, for each
, there exists a constant function
, such that
for all
According to Theorem 1,
has a linear positive extension
. Next, we prove that
is continuous (and its norm can be determined). This can be shown for any positive linear operator, in a more general framework. Namely, any positive linear operator acting between two ordered Banach spaces is continuous (see [
6] and/or [
27]). Here, we are interested only in our problem, when the norm of the involved positive linear operator can be determined. Indeed, for an arbitrary
we can write:
Since the norm on
is solid
, the preceding inequality leads to:
On the other hand, clearly ; hence, To finish the proof of the basic implication we only have to show that
Let
According to Lemma 2, where
stands for
there exists a sequence
of polynomial functions such that
on
, uniformly on
The continuity of
and of
also using the last property on the sequence
stated at (b), lead to:
In particular, for , we have: Here, is the identity operator; this proves It is worth noting that we have used the expression of non-negative polynomials on for some The implication is obvious. □
Next, we generalize the sandwich condition on , appearing in Corollary 2 (where to the condition on where , are two given linear operators on on We start with a general result. Let be an arbitrary compact subset. We denote by the Banach lattice of all real-valued continuous functions on , and let be an arbitrary order complete Banach lattice. One denotes by the monomials
Theorem 14. (See [
38], Theorem 3).
Let be two linear operators from to such that on the positive cone of while is a given sequence of elements in The following statements are equivalent:- (a)
There exists a unique (bounded) linear operator, such that - (b)
For any polynomial on we haveifis a finite subset, andthen the following conditions are satisfied: - (c)
on, and for any polynomial, the following inequality holds:
Proof. According to the notations and assertions of (a), the implication
is clear. To prove the converse implication, we observe that the first assertion of (b) says that in defining the following:
we obtain a linear operator defined on the subspace of polynomial functions, which verifies the moment conditions:
(
holds on the convex cone
of all polynomial functions which are non-negative on
On the other hand, any element from
is dominated by a constant function, so that the subspace
of polynomial functions defined on
verifies the hypothesis of Theorem 1, where
stands for
and
stands for
. According to Theorem 1, the linear operator
which is positive on
, admits a positive linear extension
We define
on
In addition,
verifies the following:
In other words,
is a linear extension of
, which dominates
on
. Next, we prove that
on
To this end, observe that according to the second assertion of (b), we already know that
on special polynomial functions, which are non-negative on the entirety of the semi-axes
Indeed, any non-negative polynomial
on
has the explicit form
for some
On the other hand, since
the linear operator
is positive and, hence, is also continuous;
is continuous as well, thanks to its positivity. We now apply Lemma 2 for an arbitrary
Using the notations of Lemma 2, and the above-discussed assertions, we infer the following:
It remains to prove the last relation of (a). If
is an arbitrary function in
, then the preceding inequality yields
and, similarly,
These inequalities yield
and, since
is a Banach lattice, the conclusion is
in
Thus,
Similarly,
The equivalence
follows directly from Theorem 2. This completes the proof. □
Corollary 3. With the notation of Corollary 2, assume that the spectrumis contained in the intervalThe following statements are equivalent:
- (a)
There exists a unique positive linear operator, such that - (b)
For any polynomial the result isifis a finite subset, andthen the following inequalities hold:
Proof. One applies Theorem 14, where
stands for
We observe that
for all
since
for all
and the algebra
is commutative. Moreover, as in the proof of Corollary 2,
On the other hand, the first condition of (b) says that
The second condition of (b) is exactly the second condition of (b) written in Theorem 14, where stands for The conclusion follows via Theorem 14. □
Next, we review the key polynomial approximation result of this subsection, which works on arbitrary closed subsets
Lemma 3. (See [
36], Lemma 3).
Let be an unbounded closed subset, and an M-determinate measure on (with finite moments of all natural orders). Then, for any there exists a sequence in . In particular, we have is dense in , and is dense in Proof. To prove the assertions of the statement, it is sufficient to show that for any
, we have
To prove the converse, we define the linear form
Next, we show that
is positive on
. In fact, for
, one has (from the definition of
, which is a sublinear functional on
):
If
, we infer that:
where, in both possible cases, we have
Since
contains the space of the polynomials’ functions, which is a majorizing subspace of
, there exists a linear positive extension
of
which is continuous on
with respect to the sup-norm. Therefore,
has a representation by means of a positive Borel regular measure
on
, such that
Let
be a non-negative polynomial function. There is a nondecreasing sequence
of continuous non-negative function with compact support, such that
pointwise on
. Positivity of
and Lebesgue’s dominated convergence theorem for
Yield
Thanks to Haviland’s theorem, there exists a positive Borel regular measure
on
, such that
Since
is assumed to be
M-determinate, it follows that
for any Borel subset
of
. From this last assertion, approximating each
, by a nondecreasing sequence of non-negative simple functions, and also using Lebesgue’s convergence theorem, one obtains firstly for positive functions, then for arbitrary
-integrable functions,
In particular, we must have
Then, Equations (8) and (9) conclude the proof. □
Remark 4. We recall that the preceding Lemma 3 is no more valid when we replacewith the Hilbert space(see [13], Theorem 4.4, where the authors construct such a measure).
Theorem 15. (See [
36], Theorem 2).
Let be a closed unbounded subset of an order complete Banach lattice, a given sequence in and an determinate measure on Let be a linear positive (bounded) operator from to The following statements are equivalent:- (a)
There exists a unique linear operator, such that is betweenandon the positive cone ofand
- (b)
For any finite subsetand anywe have
Proof. Observe that the assertion (b) says that
where
is the unique linear operator that verifies the interpolation conditions of Equation (1). Thus,
is obvious. To prove the converse, consider the vector subspace
of all functions
, verifying
for some polynomial
Clearly,
contains the subspace of polynomials as well as the subspace of continuous compactly supported real-valued functions. On the other hand, the subspace of polynomials is a majorizing subspace in
, and according to the first inequality of Equation (10),
is positive as a linear operator on
Application of Theorem 1 yields the existence of a positive linear extension
of
Let
be a non-negative continuous compactly supported function on
, and
a sequence of polynomials with the properties specified in Lemma 3. According to the second inequality of Equation (10), we have
Our next goal is to prove that
Assuming the contrary, we should have
. Since
is closed, a Hahn–Banach separation theorem leads to the existence of a positive linear form
in the dual
of
verifying
The positive linear form
has a representing positive regular Borel measure
, for which Fatou’s lemma can be applied; we infer that
Equations (12) and (13) yield
implying the contradiction
Hence, the assumption
was false, such that we must have
i.e., Equation (11) is proven. Now, let
be arbitrary. According to the preceding considerations, we obtain
Since the norm on
is solid (
we infer that
Using the fact that
is dense in
(see [
9]), the last evaluation leads to the existence of a linear extension
of
such that
It follows that
, and the positivity of
is a consequence of the positivity of
via continuity of the extension
and the density of
in
We also note that
This concludes the proof. □
We continue by recalling a major result on the form of non-negative polynomials in a strip [
22], which leads to a simple solution for the related Markov moment problem.
Theorem 16. (See [
22]).
Supposing that is non-negative on the strip , then is expressible aswhere are sums of squares in Let a determinate measure on and Let be an order complete Banach lattice, and a sequence of given elements in The next result follows as a consequence of Theorems 16 and 15.
Theorem 17. Letbe a linear (bounded) positive operator fromtoThe following statements are equivalent:
- (a)
There exists a unique (bounded) linear operator, such thatwhereis between zero andon the positive cone of
- (b)
For any finite subset⊂and anywe have
Lemma 4. (See [
36], Lemma 4 and the references of [
36]).
Let be a product of n determinate measures on Then we can approximate any non-negative continuous compactly supported function in with sums of products positive polynomial on the real non-negative semi-axis, in variable where Proof. Let , , .
The restriction of
to the parallelepiped
can be approximated uniformly on
by Bernstein polynomials
in
variables. Any such polynomial
is a sum of products of the form
, where each
is a polynomial non-negative on
Thus,
can be written as
where
is a non-negative polynomial on
Based on the Weierstrass–Bernstein uniform approximation theorem, we have:
By abuse of notation, we write
We need a similar approximation, with sums of tensor products of non-negative polynomials
,
for all
,
in the space
To this aim, the idea is to use Lemma 18 for
, followed by Fubini’s theorem. Specifically, we define
and
for
outside an interval
with small
the graph of
on
being the line segment joining the points
and
We proceed similarly on an interval
Clearly, for
small enough,
approximates
in
, as accurately as we wish. On the other hand,
is non-negative, compactly supported, and continuous on
such that Lemma 18 ensures the existence of an approximating polynomial
, with respect to the norm of
,
for all
According to Fubini’s theorem, the preceding reasoning yields the following:
approximates
, and
approximates
The approximations holds for finite sums of these products in
. Moreover, finite sums of the functions
approximate
uniformly on
since their restrictions to
define the restriction to
of the approximating Bernstein polynomials
associated with
Since
and
vanish outside
we infer that
The conclusion is that can be approximated in by sums of products where is non-negative on for all This ends the proof. □
Note that, in the proof of Lemma 4, the previous approximation Lemma 3 was applied only for By means of the same proof as that of the preceding result, we have:
Lemma 5. Letbe a product of ndeterminate measures onThen, we can approximate any non-negative continuous compactly supported function inwith sums of productsnon-negative polynomial on the entire real line,.
Corollary 4. (See [
36], Theorem 5).
Let be as in Lemma 4, a sequence in where is an order complete Banach lattice; and let be a positive bounded linear operator. The following statements are equivalent: - (a)
There exists a unique (bounded) linear operatorsuch that is between zero andon the positive cone of
- (b)
For any finite subsetand anywe haveFor any finite subsetsand anythe following relations hold:
Proof. One repeats the proof of Theorem 19, where the convergent sequence of non-negative polynomials for the continuous non-negative compactly supported function can be chosen in terms of sums of tensor products of non-negative polynomials . Such convergent sequences do exist, as shown by the preceding Lemma 22. The last inequality of (b) in the present corollary says that on each term of such a sequence, the inequality of Equation (10) holds true, where must be replaced by the convex cone of all special non-negative polynomials generated by the tensor products emphasized in Lemma 22. The motivation of the condition of (b) in the present statement comes from the fact that for all , for some This ends the proof. □
Corollary 5. Letbe andeterminate measure on, with finite moments of all natural orders,Letbe an order complete Banach lattice, anda sequence inThe following statements are equivalent:
- (a)
There exists a unique (bounded) linear operatorthat satisfies the conditions - (b)
For any finite subset, and anythe following inequalities hold true:
Similarly to Corollary 4, also using Lemma 5 and the fact that any non-negative polynomial on the real axes is the sum of squares of (two) polynomials, if we denote , then the following result holds true:
Corollary 6. (See [
36], Theorem 6).
Let , where is a product of determinate measures on ; let be an order complete Banach lattice, and a sequence in . The following statements are equivalent:- (a)
There exists a unique (bounded) linear operator, such thatis between zero andon the positive cone of
- (b)
For any finite subsetand anywe haveFor any finite subsetsand anythe following relations hold:
Corollary 7. Let us consider the hypothesis and notations from Corollary 5, where we replacewithThe following statements are equivalent:
- (a)
There exists a unique (bounded) linear operator, which verifies - (b)
For any finite subsetand anythe following inequalities hold true:
Theorem 18. (See [
36], Theorem 7).
Let be as in Corollary 6, and be a Banach lattice. Assume that is a linear bounded operator from to The following statements are equivalent:- (a)
is positive on the positive cone of
- (b)
For any finite subsetsand anythe following relations hold:
Proof. Note that (b) says that is positive on the convex cone generated by special positive polynomials each factor of any term in the sum being non-negative on the whole real axis. Consequently, (a)⇒(b) is clear. In order to prove the converse, observe that any non-negative element of can be approximated by non-negative continuous compactly supported functions. Such functions can be approximated by the sums of tensor products of positive polynomials in each separate variable, the latter being sums of squares. The conclusion is that any non-negative function from can be approximated in by the sums of tensor products of squares of polynomials in each separate variable. We know that on such special polynomials, admits values in , according to the condition (b). Now, the desired conclusion is a consequence of the continuity of also using the fact that the positive cone of is closed. This concludes the proof. □
In what follows, we review some of the results of [
38]. If
is an arbitrary closed unbounded subset, then we denote by
the convex cone of all polynomial functions (with real coefficients), taking non-negative values at any point of
will be a sub-cone of
, generated by special non-negative polynomials expressible in terms of sums of squares.
Theorem 19. (See [
38], Theorem 4).
Let be a closed unbounded subset; a moment-determinate measure on having finite moments of all orders; and Let be an order complete Banach lattice, a given sequence of elements in and two bounded linear operators from to Assume that there exists a sub-cone such that each
can be approximated in by a sequence for all .
The following statements are equivalent:- (a)
There exists a unique (bounded) linear operatoron
- (b)
For any finite subsetand anythe following implications hold true:
Proof. We start by observing that the first condition of Equation (15) implies the positivity of the bounded linear operator
via its continuity. Indeed, if
for all
in
then, according to the first condition of Equation (15),
for all
, and the continuity of
yields the following:
Since
is dense in
as explained by measure theory, the continuity of
implies
on
Thus,
is a positive linear operator. Next, we define
, where the sums are finite and the coefficients
are arbitrary real numbers. Equation (14) says that
on
If we consider the vector subspace
of
formed by all functions
having the modulus
dominated by a polynomial
on the entire set
then
is a majorizing subspace of
, and
is a positive linear operator on
The application of Theorem 1 leads to the existence of a positive linear extension
of
Clearly,
contains
Indeed, since
(according to Weierstrass’ theorem), we infer that
; here,
is a real number. Hence,
Now, if
we observe the following:
which can be written as follows:
According to the definition of
it results that
Consequently,
Going back to the positive linear extension
of
we conclude that
is an extension of
on
, and
for all
, according to the last requirement of Equation (15). A first conclusion is as follows:
Our next goal is to prove the continuity of
on
Let
be a sequence of non-negative continuous compactly supported functions, such that
in
and take a sequence of polynomials
for all
such that the following convergence result holds:
Then, apply the following:
Now, Equation (16) and the continuity of
yield the following:
Hence,
this results in the following:
Hence,
If
is an arbitrary sequence of compactly supported and continuous functions, such that
in
, then
According to what we already have proven, we can write
and
which further yield
This proves the continuity of
on
and the subspace
is dense in
Hence, there exists a unique continuous linear extension
of
This results in
on
Indeed,
are linear and continuous, and
is dense in
hence, it is dense in
as well. For an arbitrary
the following inequalities hold true, via the preceding remarks:
It follows that and, similarly, The uniqueness of the solution follows according to the density of polynomials in via the continuity of the linear operator and application of Lemma 18. This ends the proof. □
Corollary 8. (See [
38], Corollary 3).
Let being an determinate (moment-determinate) measure on Additionally, assume that has finite moments of all orders, Let be an order complete Banach lattice, a given sequence of elements in and two bounded linear operators from to The following statements are equivalent:- (a)
There exists a unique (bounded) linear operatoron
- (b)
For any finite subsetand anythe following implication holds true:For any finite subsetsand anythe following inequalities hold true:
Proof. One applies Theorem 19 and Lemma 5. □
Corollary 9. (See [
38], Corollary 2).
Let where is a moment-determinate measure on Assume that is an arbitrary order complete Banach lattice, and is a given sequence with its terms in Let be two linear operators from to , such that on The following statements are equivalent:- (a)
There exists a unique bounded linear operatorfromtoon , such thatfor all
- (b)
Ifis a finite subset, andthen
For
based on the measure theory arguments discussed in [
9], Corollary 30 can be written as follows:
Corollary 10 . Let be a moment-determinate measure on Assume that are two functions in , such that almost everywhere. Let be a given sequence of real numbers. The following statements are equivalent:
- (a)
There existssuch thatalmost everywhere,for all
- (b)
Ifis a finite subset, andthen
Similarly to Corollary 10, replacing with we can derive the following:
Corollary 11. Letwhereis a moment-determinate measure onAssume thatis an arbitrary order complete Banach lattice, andis a given sequence with its terms inLetbe two linear operators fromto, such thatonAs usual, we denoteThe following statements are equivalent:
- (a)
There exists a unique bounded linear operatorfromtoon , such thatfor all
- (b)
Ifis a finite subset, andthen
In the scalar-valued case, we derive the following consequences:
Corollary 12. Letbe a moment-determinate measure onAssume thatare two functions in, such thatalmost everywhere. Letbe a given sequence of real numbers. The following statements are equivalent:
- (a)
There existssuch thatalmost everywhere,for all
- (b)
Ifis a finite subset, andthen:
Corollary 13. Assume thatis a function in, such thatalmost everywhere. Letbe a given sequence of real numbers. The following statements are equivalent:
- (a)
There existssuch thatalmost everywhere,for all
- (b)
Ifis a finite subset, andthen
3.3. On the Truncated Moment Problem
The truncated moment problem is important in mathematics because it involves only a finite number of moments (of limited order), which are assumed to be known (or given, or measurable); therefore, it can be related to optimization problems [
24,
30,
31], as well as to constructive methods for finding solutions [
32,
33]. The results that follow have been published in [
37]. Previous results on this subject, or related problems, have been published in [
24,
25,
30,
31,
32,
33,
39], and many other articles. We start by studying the existence of some scalar-valued truncated (reduced) Markov moment problems on a closed-bounded or unbounded subset
of
, where
is an integer. We denote by
the real vector subspace of all polynomial functions
of
real variables, with real coefficients, generated by
, where
is a fixed integer. The dimension of this subspace is clearly equal to
Given a finite set
of real numbers, and a positive Borel measure
μ on
, with finite absolute moments of all orders smaller than or equal to
(i.e.,
for all
with
≤ d, ), the existence and, eventually, construction or approximation of a Lebesgue measurable real non-negative function
, satisfying the moment conditions
and
are under attention, where
is the conjugate of a given number
Here,
is the usual norm on
The solution
appears as the representing function from
for a positive linear functional
on
We start with the case when
The next result follows from Theorem 3, where
stands for
, and
Standard measure theory results are also applied.
Theorem 20. (See [
37]).
Assume that all absolute moments for with ≤ d, are finite. Let be a given (finite) sequence of real numbers. The following statements are equivalent:- (a)
There exists, such thatalmost everywhere, - (b)
For any family of scalarthe inequalityimplies
Proof. Since
is almost obvious, we only have to prove the converse implication. Application of Theorem 3 to the particular case when
for all
in
leads to the existence of a positive linear functional
such that
Writing the last inequality where we replace
with
we get
In particular,
is continuous, of norm smaller than or equal to one. As is well known (see [
9], Theorem 6.16), the vector topological dual of
is isometrically isomorphic to
Therefore, there exists a unique
, with
such that
for all
Next, we use the positivity of
Writing this for
, where
is an arbitrary Borel subset, with
, we obtain
According to [
9], Theorem 1.40,
in
Since
, the desired conclusion
in
follows. This ends the proof. □
Using a similar proof to that of Theorem 20, where is replaced by (since is replaced by the following result also holds:
Theorem 21. (see [
37]).
Let a given (finite) sequence of real numbers,
and let be the conjugate of The following statements are equivalent:- (a)
There existsalmost everywhere, - (b)
For any family of scalarsthe inequality
More information on solutions to truncated moment problems and related problems can be found in [
2,
24,
25,
30,
31,
32,
33,
37,
38,
39]. Solutions to full moment problems as limits of weakly convergent sequences of solutions of truncated moment problems have been published in [
25,
39]. Finding step function solutions to truncated moment problems is discussed in [
32,
33]. Such a problem requires solving a system of nonlinear equations and matrix theory.