Trace-positive polynomials and the quartic tracial moment problem

The tracial analog of Hilbert's classical result on positive binary quartics is presented: a trace-positive bivariate noncommutative polynomial of degree at most four is a sum of hermitian squares and commutators. This is applied via duality to investigate the truncated tracial moment problem: a sequence of real numbers indexed by words of degree four in two noncommuting variables with values invariant under cyclic permutations of the indexes, can be represented with tracial moments of matrices if the corresponding moment matrix is positive definite. Understanding trace-positive polynomials and the tracial moment problem is one of the approaches to Connes' embedding conjecture.     

The moment problem associated with the Stieltjes-Wigert polynomials

We consider the indeterminate Stieltjes moment problem associated with the Stieltjes-Wigert polynomials. After a presentation of the well-known solutions, we study a transformation T of the set of solutions. All the classical solutions turn out to be fixed under this transformation but this is not the case for the so-called canonical solutions. Based on generating functions for the Stieltjes-Wigert polynomials, expressions for the entire functions A, B, C, and D from the Nevanlinna parametrization are obtained. We describe T⁽ⁿ⁾(μ) for when μ=μ₀ is a particular N-extremal solution and explain in detail what happens when n→∞.     

Constrained trace-optimization of polynomials in freely noncommuting variables

The study of matrix inequalities in a dimension-free setting is in the realm of free real algebraic geometry. In this paper we investigate constrained trace and eigenvalue optimization of noncommutative polynomials. We present Lasserre’s relaxation scheme for trace optimization based on semidefinite programming (SDP) and demonstrate its convergence properties. Finite convergence of this relaxation scheme is governed by flatness, i.e., a rank-preserving property for associated dual SDPs. If flatness is observed, then optimizers can be extracted using the Gelfand–Naimark–Segal construction and the Artin–Wedderburn theory verifying exactness of the relaxation. To enforce flatness we employ a noncommutative version of the randomization technique championed by Nie. The implementation of these procedures in our computer algebra system NCSOStoolsis presented and several examples are given to illustrate our results.     

Szegő polynomials and the truncated trigonometric moment problem

We show how Szegő polynomials can be used in the theory of truncated trigonometric moment problem. Mathematics Subject Classification Primary—42A70; Secondary—42C15 The work was done during a visit of the first author to UNESP with a fellowship from FAPESP in September–October, 2002. The research of the second author was supported by grants from CNPq and FAPESP of Brazil.     

Orthogonal Laurent polynomials and the strong Hamburger moment problem

This paper is concerned with the strong Hamburger moment problem (SHMP): For a given double sequence of real numbers C = {c_n}^∞_?∞, does there exist a real-valued, bounded, non-decreasing function ψ on (?∞, ∞) with infinitely many points of increase such that for every integer n, c_n = ∝^∞_?∞ (?t)ⁿdψ(t)? Necessary and sufficient conditions for the existence of such a function ψ are given in terms of the positivity of certain Hankel determinants associated with C. Our approach is made through the study of orthogonal (and quasi-orthogonal) Laurent polynomials (referred to here as L-polynomials) and closely related Gaussian-type quadrature formulas. In the proof of sufficiency an inner product for L-polynomials is defined in terms of the given double sequence C. Since orthogonal L-polynomials are believed to be of interest in themselves, some examples of specific systems are considered.     

Hausdorff's moment problem and expansions in Legendre polynomials

A new proof is given for Hausdorff's condition on a set of moments which determines when the function generating these moments is in L². The proof uses Legendre polynomials and their discrete extensions found by Tchebychef. Then an extension is given to a weighted L² space using Jacobi polynomials and their discrete extensions.     

The Sobolev-type moment problem

We propose necessary and sufficient conditions for a bisequence of complex numbers to be a moment one of Sobolev type over the real line, the unit circle and the complex plane. We achieve this through converting the moment problem in question into a matrix one and utilizing some techniques coming from operator theory. This allows us to consider the Sobolev type moment problem in its full generality, not necessarily in the diagonal case and even of infinite order.     

多项式分裂可行问题

本文研究多项式分裂可行问题,即由多项式不等式定义的分裂可行问题,包括凸与非凸、可行与不可行的问题;给出多项式分裂可行问题解集的半定松弛表示;研究其半定松弛化问题的性质;并基于这些性质建立求解多项式分裂可行问题的半定松弛算法.本文在较为一般的条件下证明了,如果分裂可行问题有解,则可通过本文建立的算法求得一个解点;如果问题...     

Local moment problem

The work is devoted to the local moment problem, which consists in finding of non-decreasing functions on the real axis having given first 2n + 1, n ≥ 0, power moments on the whole axis and also 2m + 1 first power moments on a certain finite axis interval. Considering the local moment problem as a combination of the Hausdorff and Hamburger truncated moment problems we obtain the conditions of its solvability and describe the class of its solutions with minimal number of growth points if the problem is solvable. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The discrete moment problem with fractional moments

Discrete moment problems (DMP) with integer moments were first introduced by Prékopa to provide sharp lower and upper bounds for functions of discrete random variables. Prékopa also developed fast and stable dual type linear programming methods for the numerical solutions of the problem. In this paper, we assume that some fractional moments are also available and propose basic theory and a solution method for the bounding problems. Numerical experiments show significant improvement in the tightness of the bounds.     

The classical moment problem: Hilbertian proofs

In view of its connection with a host of important questions, the classical moment problem deserves a central place in analysis. It is usually treated by methods striking in their virtuosity, but difficult to motivate. Here we describe an elementary approach which establishes the structural results and exposes the Hilbert space origins of the arguments.     

The moment problem on the Wiener space

Consider an L¹-continuous functional ? on the vector space of polynomials of Brownian motion at given times, suppose ? commutes with the quadratic variation in a natural sense, and consider a finite set of polynomials of Brownian motion at rational times, , mapping the Wiener space to R.In the spirit of Schmüdgen's solution to the finite-dimensional moment problem, we give sufficient conditions under which ? can be written in the form ∫⋅dμ for some probability measure μ on the Wiener space such that μ-almost surely, all the random variables are nonnegative.