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Journal of Mathematical Analysis and Applications
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The full moment problem on subsets of probabilities and point configurations

Authors: Infusino M.; Kuna T.;

The full moment problem on subsets of probabilities and point configurations

Abstract

The aim of this paper is to study the full $K-$moment problem for measures supported on some particular non-linear subsets $K$ of an infinite dimensional vector space. We focus on the case of random measures, that is $K$ is a subset of all non-negative Radon measures on $\mathbb{R}^d$. We consider as $K$ the space of sub-probabilities, probabilities and point configurations on $\mathbb{R}^d$. For each of these spaces we provide at least one representation as a generalized basic closed semi-algebraic set to apply the main result in [J. Funct. Anal., 267 (2014) no.5: 1382--1418]. We demonstrate that this main result can be significantly improved by further considerations based on the particular chosen representation of $K$. In the case when $K$ is a space of point configurations, the correlation functions (also known as factorial moment functions) are easier to handle than the ordinary moment functions. Hence, we additionally express the main results in terms of correlation functions.

24 pages

Country
Italy
Keywords

Correlation function; Infinite dimensional moment problem; Point process; Random measure; Semi-algebraic set, Stochastic calculus of variations and the Malliavin calculus, Probability (math.PR), 44A60, 28C20, 60G55, 60G57, Operations with distributions and generalized functions, Functional Analysis (math.FA), Mathematics - Functional Analysis, Moment problems, Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.), semi-algebraic set, FOS: Mathematics, Point processes (e.g., Poisson, Cox, Hawkes processes), Geometric probability and stochastic geometry, correlation function, infinite dimensional moment problem, infinite dimensional moment problem; semi-algebraic set; random measure; point process; correlation function, Linear operator methods in interpolation, moment and extension problems, random measure, Mathematics - Probability, point process

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
9
Top 10%
Average
Top 10%
Green
hybrid