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Article Dans Une Revue Proceedings of the American Mathematical Society Année : 2011

Bounding the support of a measure from its marginal moments

Résumé

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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Dates et versions

hal-00530932 , version 1 (31-10-2010)

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Jean-Bernard Lasserre. Bounding the support of a measure from its marginal moments. Proceedings of the American Mathematical Society, 2011, 139 (9), p. 3375-3382. ⟨hal-00530932⟩
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