MOMENTS & LEGENDRE-FOURIER SERIES FOR MEASURES SUPPORTED ON CURVES
Résumé
Some important problems (e.g., in optimal transport and optimal control)
have a relaxed (or weak) formulation in a space of appropriate measures
which is much easier to solve. However, an optimal solution $\mu$ of the latter solves the former if and only if
the measure $\mu$ is supported on a ``trajectory" $\{(t,x(t)):t\in [0,T]\}$
for some
measurable function $x(t)$.
We provide necessary and sufficient conditions on moments
$(\gamma_{ij})$ of
a measure $d\mu(x,t)$ on $[0,1]^2$ to ensure that $\mu$ is supported on a trajectory $\{(t,x(t)):t\in [0,1]\}$.
Those conditions are stated in terms of Legendre-Fourier coefficients $\f_j=(\f_j(i))$
associated with some functions $f_j:[0,1]\to\R$, $j=1,\ldots$, where each $\f_j$ is
obtained from the moments $\gamma_{ji}$, $i=0,1,\ldots$, of $\mu$.
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