Bounds on measures satisfying moment conditions

• 成果类型: Article
• 署名作者: Lasserre, JB
• 署名单位: Centre National de la Recherche Scientifique (CNRS)
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• 发表日期: 2002
• 页码: 1114-1137
• 关键词: semi-algebraic sets; positive polynomials

摘要

Given a semialgebraic set S subset of R-n, we provide a numerical approximation procedure that provides upper and lower bounds on mu(S), for measures mu that satisfy some given moment conditions. The bounds are obtained as solutions of positive semidefinite programs that can be solved via standard software packages.