Truncated K-moment problems in several variables

Curto, Raul E.; Fialkow, Lawrence A.

Truncated K-moment problems in several variables

Authors

Description

Let $β\equivβ^{(2n)}$ be an N-dimensional real multi-sequence of degree 2n, with associated moment matrix $\mathcal{M}(n)\equiv \mathcal{M}(n)(β)$, and let $r:=rank \mathcal{M}(n)$. We prove that if $\mathcal{M}(n)$ is positive semidefinite and admits a rank-preserving moment matrix extension $\mathcal{M}(n+1)$, then $\mathcal{M}(n+1)$ has a unique representing measure μ, which is r-atomic, with supp μ$ equal to $\mathcal{V}(\mathcal{M}(n+1))$, the algebraic variety of $\mathcal{M}(n+1)$. Further, βhas an r-atomic (minimal) representing measure supported in a semi-algebraic set $K_{\mathcal{Q}}$ subordinate to a family $\mathcal{Q}% \equiv\{q_{i}\}_{i=1}^{m}\subseteq\mathbb{R}[t_{1},...,t_{N}]$ if and only if $\mathcal{M}(n)$ is positive semidefinite and admits a rank-preserving extension $\mathcal{M}(n+1)$ for which the associated localizing matrices $\mathcal{M}_{q_{i}}(n+[\frac{1+°q_{i}}{2}])$ are positive semidefinite $(1\leq i\leq m)$; in this case, μ(as above) satisfies supp μ\subseteq K_{\mathcal{Q}}$, and μhas precisely rank \mathcal{M}(n)-rank \mathcal{M}_{q_{i}}(n+[\frac{1+°q_{i}}{2}])$ atoms in $\mathcal{Z}(q_{i})\equiv {t\in\mathbb{R}^{N}:q_{i}(t)=0}$, $1\leq i\leq m$.
33 pages; to appear in J. Operator Theory