Bounding the support of a measure from its marginal moments

Author:
Jean B. Lasserre

Journal:
Proc. Amer. Math. Soc. **139** (2011), 3375-3382

MSC (2010):
Primary 60B05, 90C22

DOI:
https://doi.org/10.1090/S0002-9939-2011-10865-7

Published electronically:
January 26, 2011

MathSciNet review:
2811291

Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: Given all moments of the marginals of a measure on , one provides (a) explicit bounds on its support and (b) a numerical scheme to compute the smallest box that contains the support of .

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Additional Information

**Jean B. Lasserre**

Affiliation:
LAAS-CNRS and Institute of Mathematics, University of Toulouse, LAAS, 7 avenue du Colonel Roche, 31077 Toulouse Cédex 4, France

Email:
lasserre@laas.fr

DOI:
https://doi.org/10.1090/S0002-9939-2011-10865-7

Keywords:
Inverse problems,
moments of a measure,
semidefinite programming

Received by editor(s):
August 17, 2010

Published electronically:
January 26, 2011

Communicated by:
Edward C. Waymire

Article copyright:
© Copyright 2011
American Mathematical Society