Flat Extensions Of Positive Moment Matrices
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Flat Extensions Of Positive Moment Matrices Recursively Generated Relations
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Author : Raúl E. Curto
language : en
Publisher: American Mathematical Soc.
Release Date : 1998
Flat Extensions Of Positive Moment Matrices Recursively Generated Relations written by Raúl E. Curto and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Mathematics categories.
In this book, the authors develop new computational tests for existence and uniqueness of representing measures $\mu$ in the Truncated Complex Moment Problem: $\gamma {ij}=\int \bar zizj\, d\mu$ $(0\le i+j\le 2n)$. Conditions for the existence of finitely atomic representing measures are expressed in terms of positivity and extension properties of the moment matrix $M(n)(\gamma )$ associated with $\gamma \equiv \gamma {(2n)}$: $\gamma {00}, \dots ,\gamma {0,2n},\dots ,\gamma {2n,0}$, $\gamma {00}>0$. This study includes new conditions for flat (i.e., rank-preserving) extensions $M(n+1)$ of $M(n)\ge 0$; each such extension corresponds to a distinct rank $M(n)$-atomic representing measure, and each such measure is minimal among representing measures in terms of the cardinality of its support. For a natural class of moment matrices satisfying the tests of recursive generation, recursive consistency, and normal consistency, the existence problem for minimal representing measures is reduced to the solubility of small systems of multivariable algebraic equations. In a variety of applications, including cases of the quartic moment problem ($n=2$), the text includes explicit contructions of minimal representing measures via the theory of flat extensions. Additional computational texts are used to prove non-existence of representing measures or the non-existence of minimal representing measures. These tests are used to illustrate, in very concrete terms, new phenomena, associated with higher-dimensional moment problems that do not appear in the classical one-dimensional moment problem.
Solution Of The Truncated Complex Moment Problem For Flat Data
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Author : Raúl E. Curto
language : en
Publisher: American Mathematical Soc.
Release Date : 1996
Solution Of The Truncated Complex Moment Problem For Flat Data written by Raúl E. Curto and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Mathematics categories.
We introduce a matricial approach to the truncated complex moment problem, and apply it to the case of moment matrices of flat data type, for which the columns corresponding to the homogeneous monomials in [italic]z and [italic]z̄ of highest degree can be written in terms of monomials of lower degree. We discuss the connection between complex moment problems and the subnormal completion problem for 2-variable weighted shifts, and present in detail the construction of solutions for truncated complex moment problems associated with monomials of degrees one and two.
Moments Positive Polynomials And Their Applications
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Author : Jean-Bernard Lasserre
language : en
Publisher: World Scientific
Release Date : 2010
Moments Positive Polynomials And Their Applications written by Jean-Bernard Lasserre and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Mathematics categories.
1. The generalized moment problem. 1.1. Formulations. 1.2. Duality theory. 1.3. Computational complexity. 1.4. Summary. 1.5. Exercises. 1.6. Notes and sources -- 2. Positive polynomials. 2.1. Sum of squares representations and semi-definite optimization. 2.2. Nonnegative versus s.o.s. polynomials. 2.3. Representation theorems : univariate case. 2.4. Representation theorems : mutivariate case. 2.5. Polynomials positive on a compact basic semi-algebraic set. 2.6. Polynomials nonnegative on real varieties. 2.7. Representations with sparsity properties. 2.8. Representation of convex polynomials. 2.9. Summary. 2.10. Exercises. 2.11. Notes and sources -- 3. Moments. 3.1. The one-dimensional moment problem. 3.2. The multi-dimensional moment problem. 3.3. The K-moment problem. 3.4. Moment conditions for bounded density. 3.5. Summary. 3.6. Exercises. 3.7. Notes and sources -- 4. Algorithms for moment problems. 4.1. The overall approach. 4.2. Semidefinite relaxations. 4.3. Extraction of solutions. 4.4. Linear relaxations. 4.5. Extensions. 4.6. Exploiting sparsity. 4.7. Summary. 4.8. Exercises. 4.9. Notes and sources. 4.10. Proofs -- 5. Global optimization over polynomials. 5.1. The primal and dual perspectives. 5.2. Unconstrained polynomial optimization. 5.3. Constrained polynomial optimization : semidefinite relaxations. 5.4. Linear programming relaxations. 5.5. Global optimality conditions. 5.6. Convex polynomial programs. 5.7. Discrete optimization. 5.8. Global minimization of a rational function. 5.9. Exploiting symmetry. 5.10. Summary. 5.11. Exercises. 5.12. Notes and sources -- 6. Systems of polynomial equations. 6.1. Introduction. 6.2. Finding a real solution to systems of polynomial equations. 6.3. Finding all complex and/or all real solutions : a unified treatment. 6.4. Summary. 6.5. Exercises. 6.6. Notes and sources -- 7. Applications in probability. 7.1. Upper bounds on measures with moment conditions. 7.2. Measuring basic semi-algebraic sets. 7.3. Measures with given marginals. 7.4. Summary. 7.5. Exercises. 7.6. Notes and sources -- 8. Markov chains applications. 8.1. Bounds on invariant measures. 8.2. Evaluation of ergodic criteria. 8.3. Summary. 8.4. Exercises. 8.5. Notes and sources -- 9. Application in mathematical finance. 9.1. Option pricing with moment information. 9.2. Option pricing with a dynamic model. 9.3. Summary. 9.4. Notes and sources -- 10. Application in control. 10.1. Introduction. 10.2. Weak formulation of optimal control problems. 10.3. Semidefinite relaxations for the OCP. 10.4. Summary. 10.5. Notes and sources -- 11. Convex envelope and representation of convex sets. 11.1. The convex envelope of a rational function. 11.2. Semidefinite representation of convex sets. 11.3. Algebraic certificates of convexity. 11.4. Summary. 11.5. Exercises. 11.6. Notes and sources -- 12. Multivariate integration 12.1. Integration of a rational function. 12.2. Integration of exponentials of polynomials. 12.3. Maximum entropy estimation. 12.4. Summary. 12.5. Exercises. 12.6. Notes and sources -- 13. Min-max problems and Nash equilibria. 13.1. Robust polynomial optimization. 13.2. Minimizing the sup of finitely many rational cunctions. 13.3. Application to Nash equilibria. 13.4. Exercises. 13.5. Notes and sources -- 14. Bounds on linear PDE. 14.1. Linear partial differential equations. 14.2. Notes and sources
Nonselfadjoint Operator Algebras Operator Theory And Related Topics
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Author : H. Bercovicii
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06
Nonselfadjoint Operator Algebras Operator Theory And Related Topics written by H. Bercovicii and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This volume, dedicated to Carl Pearcy on the occasion of his 60th birthday, presents recent results in operator theory, nonselfadjoint operator algebras, measure theory and the theory of moments. The articles on these subjects have been contributed by leading area experts, many of whom were associated with Carl Pearcy as students or collaborators. The book testifies to his multifaceted interests and includes a biographical sketch and a list of publications.
Emerging Applications Of Algebraic Geometry
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Author : Mihai Putinar
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-12-10
Emerging Applications Of Algebraic Geometry written by Mihai Putinar and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-10 with Mathematics categories.
Recent advances in both the theory and implementation of computational algebraic geometry have led to new, striking applications to a variety of fields of research. The articles in this volume highlight a range of these applications and provide introductory material for topics covered in the IMA workshops on "Optimization and Control" and "Applications in Biology, Dynamics, and Statistics" held during the IMA year on Applications of Algebraic Geometry. The articles related to optimization and control focus on burgeoning use of semidefinite programming and moment matrix techniques in computational real algebraic geometry. The new direction towards a systematic study of non-commutative real algebraic geometry is well represented in the volume. Other articles provide an overview of the way computational algebra is useful for analysis of contingency tables, reconstruction of phylogenetic trees, and in systems biology. The contributions collected in this volume are accessible to non-experts, self-contained and informative; they quickly move towards cutting edge research in these areas, and provide a wealth of open problems for future research.
Analysis Of Operators On Function Spaces
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Author : Alexandru Aleman
language : en
Publisher: Springer
Release Date : 2019-05-30
Analysis Of Operators On Function Spaces written by Alexandru Aleman and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-30 with Mathematics categories.
This book contains both expository articles and original research in the areas of function theory and operator theory. The contributions include extended versions of some of the lectures by invited speakers at the conference in honor of the memory of Serguei Shimorin at the Mittag-Leffler Institute in the summer of 2018. The book is intended for all researchers in the fields of function theory, operator theory and complex analysis in one or several variables. The expository articles reflecting the current status of several well-established and very dynamical areas of research will be accessible and useful to advanced graduate students and young researchers in pure and applied mathematics, and also to engineers and physicists using complex analysis methods in their investigations.
Algebraic And Strong Splittings Of Extensions Of Banach Algebras
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Author : William G. Bade
language : en
Publisher: American Mathematical Soc.
Release Date : 1999
Algebraic And Strong Splittings Of Extensions Of Banach Algebras written by William G. Bade and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Mathematics categories.
In this volume, the authors address the following: Let $A$ be a Banach algebra, and let $\sum\:\ 0\rightarrow I\rightarrow\frak A\overset\pi\to\longrightarrow A\rightarrow 0$ be an extension of $A$, where $\frak A$ is a Banach algebra and $I$ is a closed ideal in $\frak A$. The extension splits algebraically (respectively, splits strongly) if there is a homomorphism (respectively, continuous homomorphism) $\theta\: A\rightarrow\frak A$ such that $\pi\circ\theta$ is the identity on $A$. Consider first for which Banach algebras $A$ it is true that every extension of $A$ in a particular class of extensions splits, either algebraically or strongly, and second for which Banach algebras it is true that every extension of $A$ in a particular class which splits algebraically also splits strongly. These questions are closely related to the question when the algebra $\frak A$ has a (strong) Wedderburn decomposition. The main technique for resolving these questions involves the Banach cohomology group $\cal H2(A,E)$ for a Banach $A$-bimodule $E$, and related cohomology groups. Later chapters are particularly concerned with the case where the ideal $I$ is finite-dimensional. Results are obtained for many of the standard Banach algebras $A$.
Joint Hyponormality Of Toeplitz Pairs
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Author : Raúl E. Curto
language : en
Publisher: American Mathematical Soc.
Release Date : 2001
Joint Hyponormality Of Toeplitz Pairs written by Raúl E. Curto and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Mathematics categories.
This work explores joint hyponormality of Toeplitz pairs. Topics include: hyponormality of Toeplitz pairs with one co-ordinate a Toeplitz operator with analytic polynomial symbol; hyponormality of trigonometric Toeplitz pairs; and the gap between $2$-hyponormality and subnormality.
The Moment Problem
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Author : Konrad Schmüdgen
language : en
Publisher: Springer
Release Date : 2017-11-09
The Moment Problem written by Konrad Schmüdgen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-09 with Mathematics categories.
This advanced textbook provides a comprehensive and unified account of the moment problem. It covers the classical one-dimensional theory and its multidimensional generalization, including modern methods and recent developments. In both the one-dimensional and multidimensional cases, the full and truncated moment problems are carefully treated separately. Fundamental concepts, results and methods are developed in detail and accompanied by numerous examples and exercises. Particular attention is given to powerful modern techniques such as real algebraic geometry and Hilbert space operators. A wide range of important aspects are covered, including the Nevanlinna parametrization for indeterminate moment problems, canonical and principal measures for truncated moment problems, the interplay between Positivstellensätze and moment problems on semi-algebraic sets, the fibre theorem, multidimensional determinacy theory, operator-theoretic approaches, and the existence theory and important special topics of multidimensional truncated moment problems. The Moment Problem will be particularly useful to graduate students and researchers working on moment problems, functional analysis, complex analysis, harmonic analysis, real algebraic geometry, polynomial optimization, or systems theory. With notes providing useful background information and exercises of varying difficulty illustrating the theory, this book will also serve as a reference on the subject and can be used for self-study.
Modern Optimization Modelling Techniques
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Author : Roberto Cominetti
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-28
Modern Optimization Modelling Techniques written by Roberto Cominetti and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-28 with Business & Economics categories.
The theory of optimization, understood in a broad sense, is the basis of modern applied mathematics, covering a large spectrum of topics from theoretical considerations (structure, stability) to applied operational research and engineering applications. The compiled material of this book puts on display this versatility, by exhibiting the three parallel and complementary components of optimization: theory, algorithms, and practical problems. The book contains an expanded version of three series of lectures delivered by the authors at the CRM in July 2009. The first part is a self-contained course on the general moment problem and its relations with semidefinite programming. The second part is dedicated to the problem of determination of Nash equilibria from an algorithmic viewpoint. The last part presents congestion models for traffic networks and develops modern optimization techniques for finding traffic equilibria based on stochastic optimization and game theory.