Consistency and General truncated moment problems

초록

The Truncated Moment Problem (TMP) entails finding a positive Borel measure to represent all moments in a finite sequence as an integral; once the sequence admits one or more such measures, it is known that at least one of the measures must be finitely atomic with positive densities (equivalently, a linear combination of Dirac point masses with positive coefficients). On the contrary, there are more general moment problems for which we aim to find a ``signed'' measure to represent a sequence; that is, the measure may have some negative densities. This type of problem is referred to as the General Truncated Moment Problem (GTMP). The Jordan Decomposition Theorem states that any (signed) measure can be written as a difference of two positive measures, and hence, in the view of this theorem, we are able to apply results for TMP to study GTMP. In this note we observe differences between TMP and GTMP; for example, we cannot have an analogous to the Flat Extension Theorem for GTMP. We then present concrete solutions to lower-degree problems.

키워드