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The full infinite dimensional moment problem on semi-algebraic sets of generalized functions

Published 9 Nov 2013 in math.PR and math.FA | (1311.2175v4)

Abstract: We consider a generic basic semi-algebraic subset $\mathcal{S}$ of the space of generalized functions, that is a set given by (not necessarily countably many) polynomial constraints. We derive necessary and sufficient conditions for an infinite sequence of generalized functions to be realizable on $\mathcal{S}$, namely to be the moment sequence of a finite measure concentrated on $\mathcal{S}$. Our approach combines the classical results about the moment problem on nuclear spaces with the techniques recently developed to treat the moment problem on basic semi-algebraic sets of $\mathbb{R}d$. In this way, we determine realizability conditions that can be more easily verified than the well-known Haviland type conditions. Our result completely characterizes the support of the realizing measure in terms of its moments. As concrete examples of semi-algebraic sets of generalized functions, we consider the set of all Radon measures and the set of all the measures having bounded Radon-Nikodym density w.r.t. the Lebesgue measure.

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