On a Definitizable Analog of the Trigonometric Moment Problem Generating an Indefinite Toeplitz Form

We prove the existence of an integro-polynomial representation for a sequence of numbers such that there exists a difference operator mapping this sequence to a sequence that generates the solvable trigonometric moment problem. A similar result related to the power moment problem was given in [12].     

On some issues related to the moment problem for the band matrices with operator elements

The connection between the classical moment problem and the spectral theory of second order difference operators (or Jacobi matrices) is a thoroughly studied topic. Here we examine a similar connection in the case of the second order operator replaced by an operator generated by an infinite band matrix with operator elements. For such operators, we obtain an analog of the Stone theorem and consider the inverse spectral problem which amounts to restoring the operator from the moment sequence of its Weyl matrix. We establish the solvability criterion for such problems, find the conditions ensuring that the elements of the moment sequence admit an integral representation with respect to an operator valued measure and discuss an algorithm for the recovery of the operator. We also indicate a connection between the inverse problem method and the Hermite-Padé approximations.     

On powers of the Catalan number sequence

The Catalan number sequence is one of the most famous number sequences in combinatorics and is well studied in the literature. In this paper we further investigate its fundamental properties related to the moment problem and prove for the first time that it is an infinitely divisible Stieltjes moment sequence in the sense of S.-G.  Tyan. Besides, any positive real power of the sequence is still a Stieltjes determinate sequence. Some more cases including (a) the central binomial coefficient sequence (related to the Catalan sequence), (b) a double factorial number sequence and (c) the generalized Catalan (or Fuss–Catalan) sequence are also investigated. Finally, we pose two conjectures including the determinacy equivalence between powers of nonnegative random variables and powers of their moment sequences, which is supported by some existing results.     

Hausdorff moment problem and fractional moments: A simplified procedure

The purpose of this paper is the recovering of a probability density function with support [0, 1] from the knowledge of its sequence of moments, i.e. the classical Hausdorff moment problem. To avoid the well-known ill-conditioning, firstly the moment curve is calculated from the assigned sequence of moments; next the unknown density is approximated by Maximum Entropy (MaxEnt) technique selecting some proper points on the moment curve. Exploiting convergence in entropy, a simplified quick procedure is suggested to recover the approximate density. An application to Laplace Transform inversion is illustrated.     

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.     

A semidefinite algorithm for completely positive tensor decomposition

A symmetric tensor, which has a symmetric nonnegative decomposition, is called a completely positive tensor. In this paper, we characterize the completely positive tensor as a truncated moment sequence, and transform the problem of checking whether a tensor is completely positive to checking whether its corresponding truncated moment sequence admits a representing measure, then present a semidefinite algorithm to solve it. If a tensor is not completely positive, a certificate for it can be obtained; if it is completely positive, a nonnegative decomposition can be obtained.     

NA序列部分和的矩完全收敛性

讨论了NA序列部分和的矩完全收敛性,在一定条件下获得了NA序列矩完全收敛的充要条件,显示了矩完全收敛和矩条件之间的关系,将独立同分布随机变量序列矩完全收敛的结果推广到NA序列,得到了与独立随机变量序列情形类似的结果.     

Moment Theory, Orthogonal Polynomials, Quadrature, and Continued Fractions Associated with the unit Circle

This paper surveys the closely related topics included in thetitle. Emphasis is given to the parallelism between the approachusing (Perron–Carathéodory) continued fractionsto solve the trigonometric moment problem, and the alternatedevelopment that proceeds from the sequence of moments , to the linear functional µ,to the Szegö polynomials and their reciprocal and associatedpolynomials, and to the quadrature formula for µ and thesolution of the moment problem.     

An optimal control problem for the multidimensional diffusion equation with a generalized control variable

The present paper is concerned with an optimal control problem for then-dimensional diffusion equation with a sequence of Radon measures as generalized control variables. Suppose that a desired final state is not reachable. We enlarge the set of admissible controls and provide a solution to the corresponding moment problem for the diffusion equation, so that the previously chosen desired final state is actually reachable by the action of a generalized control. Then, we minimize an objective function in this extended space, which can be characterized as consisting of infinite sequences of Radon measures which satisfy some constraints. Then, we approximate the action of the optimal sequence by that of a control, and finally develop numerical methods to estimate these nearly optimal controls. Several numerical examples are presented to illustrate these ideas.     

On a certain seqence of positive linear operators and tow optimization inequalities

In this Paper the approximation of continuous functions by positive linear operators of Bernstein type is investigated. The consideered operators are constructed using a system of rational functions with prescribed matrix of real poles. A certain general problem of S Bernstein concerning a scheme of construction of a sequence of positive linear operators is discussed. The answer on the Bernstein's hypothesis is given. The optimal limiting relations for the norm of the second central moment of our sequence of operators are established.     

Moment information and entropy evaluation for probability densities

How much information does the sequence of integer moments carry about the corresponding unknown absolutely continuous distribution? We prove that a reliable evaluation of the corresponding Shannon entropy can be done by exploiting some known theoretical results on the entropy convergence, uniquely involving exact moments without solving the underlying moment problem. All the procedure essentially rests on the solution of linear systems, with nearly singular matrices, and hence it requires both calculations in high precision and a pre-conditioning technique. Numerical examples are provided to support the theoretical results.     

Stieltjes moment problem and fractional moments

Stieltjes moment problem is considered and a solution, consisting of the use of fractional moments, is proposed. More precisely, a determinate Stieltjes moment problem, whose corresponding Hamburger moment problem is determinate too, is investigated in the setup of Maximum Entropy. Condition number in entropy calculation is provided endowing both Stieltjes moment problem existence conditions and Hamburger moment problem determinacy conditions by a geometric meaning. Then the resorting to fractional moments is considered; numerical aspects are investigated and a stable algorithm for calculating fractional moments from integer moments is proposed.     

Minimizing the sum of many rational functions

We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree of each term should be small (up to 10), and the number of variables can be relatively large (10 to 100) provided some kind of sparsity is present. We describe a formulation of the rational optimization problem as a generalized moment problem and its hierarchy of convex semidefinite relaxations. Under some conditions we prove that the sequence of optimal values converges to the globally optimal value. We show how public-domain software can be used to model and solve such problems. Finally, we also compare with the epigraph approach and the BARON software.     

Catalan-like number sequences and Hausdorff moment sequences

Many well-known Catalan-like sequences turn out to be Stieltjes moment sequences (Liang et al. (2016)). However, a Stieltjes moment sequence is in general not determinate; Liang et al. suggested a further analysis about whether these moment sequences are determinate and how to obtain the associated measures. In this paper we find necessary conditions for a Catalan-like sequence to be a Hausdorff moment sequence. As a consequence, we will see that many well-known counting coefficients, including the Catalan numbers, the Motzkin numbers, the central binomial coefficients, the central Delannoy numbers, are Hausdorff moment sequences. We can also identify the smallest interval including the support of the unique representing measure. Since Hausdorff moment sequences are determinate and a representing measure for above mentioned sequences are already known, we could almost complete the analysis raised by Liang et al. In addition, subsequences of Catalan-like number sequences are also considered; we will see a necessary and sufficient condition for subsequences of Stieltjes Catalan-like number sequences to be Stieltjes Catalan-like number sequences. We will also study a representing measure for a linear combination of consecutive terms in Catalan-like number sequences.     

Matrix Christoffel Functions

We introduce and study matrix Christoffel functions for a matrix weight W. We find an explicit expression of the matrix Christoffel functions in terms of any sequence of orthonormal matrix polynomials with respect to W. An extremal property related to the matrix moment problem defined by W is established for the matrix Christoffel functions. We finally find the relative asymptotic behavior of the matrix Christoffel functions associated to matrix weights in the matrix Nevai class.     

Regularization of L ∞-Optimal Control Problems for Distributed Parameter Systems

We consider L -norm minimal controllability problems for vibrating systems. In the common method of modal truncation controllability constraints are first reformulated as an infinite sequence of moment equations, which is then truncated to a finite set of equations. Thus, feasible controls are represented as solutions of moment problems.In this paper, we propose a different approach, namely to replace the sequence of moment equations by a sequence of moment inequalities. In this way, the feasible set is enlarged. If a certain relaxation parameter tends to zero, the enlarged sets approach the original feasible set. Numerical examples illustrate the advantages of this new approach compared with the classical method of moments.The introduction of moment inequalities can be seen as a regularization method, that can be used to avoid oscillatory effects. This regularizing effect follows from the fact that for each relaxation parameter, the whole sequence of eigenfrequencies is taken into account, whereas in the method of modal truncation, only a finite number of frequencies is considered.     

The modified moment problem in the presence of noise

The modified moment problem is little studied in the literature with respect to the classical moment problem due to the lacking of experiments measuring modified moments. The modified moment problem is analyzed in this paper, when noise affects the modified moments themselves. A numerical method for solving the problem, based on regularization, is given, together with a full theoretical analysis, convergence results and an optimized algorithm. The modified moment problem reveals strongly superior to the classical moment problem in terms of the amplification of the error, conditioning of the matrices involved and ease of computation.     

The truncated Stieltjes moment problem solved by using kernel density functions

In this work the problem of the approximate numerical determination of a semi-infinite supported, continuous probability density function (pdf) from a finite number of its moments is addressed. The target space is carefully defined and an approximation theorem is proved, establishing that the set of all convex superpositions of appropriate Kernel Density Functions (KDFs) is dense in this space. A solution algorithm is provided, based on the established approximate representation of the target pdf and the exploitation of some theoretical results concerning moment sequence asymptotics. The solution algorithm also permits us to recover the tail behavior of the target pdf and incorporate this information in our solution. A parsimonious formulation of the proposed solution procedure, based on a novel sequentially adaptive scheme is developed, enabling a very efficient moment data inversion. The whole methodology is fully illustrated by numerical examples.     

Stieltjes Moment Problems and the Friedrichs Extension of a Positive Definite Operator

For an indeterminate Stieltjes moment sequence the multiplication operator Mp(x) = xp(x) is positive definite and has self-adjoint extensions. Exactly one of these extensions has the same lower bound as M, the so-called Friedrichs extension. The spectral measure of this extension gives a certain solution to the moment problem and we identify the corresponding parameter value in the Nevanlinna parametrization of all solutions to the moment problem. In the case where σ is indeterminate in the sense of Stieltjes, relations between the (Nevanlinna matrices of) entire functions associated with the measures t^kdσ(t) are derived. The growth of these entire functions is also investigated.