Bounding the support of a measure from its marginal moments

Details Bounding the support of a measure from its marginal moments Bounding the support of a measure from its marginal moments

2010-10-31

arxiv.org/abs/1011.0138v1

Mathematics

Optimization and Control

To appear in Proc. Amer. Math. Soc

Scientific paper

Given all moments of the marginals of a measure on Rn, one provides (a)
explicit bounds on its support and (b), a numerical scheme to compute the
smallest box that contains the support. It consists of solving a hierarchy of
generalized eigenvalue problems associated with some Hankel matrices.

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