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Integral norm discretization and related problems
The problem is discussed of replacing an integral norm with respect to a given probability
measure by the corresponding integral norm with respect to a discrete measure. This …
measure by the corresponding integral norm with respect to a discrete measure. This …
Cubature on Wiener space
T Lyons, N Victoir - Proceedings of the Royal Society of …, 2004 - royalsocietypublishing.org
It is well known that there is a mathematical equivalence between 'solving'parabolic partial
differential equations (PDEs) and 'the integration'of certain functionals on Wiener space …
differential equations (PDEs) and 'the integration'of certain functionals on Wiener space …
[HTML][HTML] A survey on spherical designs and algebraic combinatorics on spheres
E Bannai, E Bannai - European Journal of Combinatorics, 2009 - Elsevier
This survey is mainly intended for non-specialists, though we try to include many recent
developments that may interest the experts as well. We want to study “good” finite subsets of …
developments that may interest the experts as well. We want to study “good” finite subsets of …
Truncated K-moment problems in several variables
RE Curto, LA Fialkow - Journal of Operator Theory, 2005 - JSTOR
Let β≡ β (2n) be an N-dimensional real multi-sequence of degree 2n, with associated
moment matrix 𝓜 (n)≡ 𝓜 (n)(β), and let r:= rank 𝓜 (n). We prove that if 𝓜 (n) is positive …
moment matrix 𝓜 (n)≡ 𝓜 (n)(β), and let r:= rank 𝓜 (n). We prove that if 𝓜 (n) is positive …
The proof of Tchakaloff's theorem
We provide a simple proof of Tchakaloff's Theorem on the existence of cubature formulas of
degree $ m $ for Borel measures with moments up to order $ m $. The result improves …
degree $ m $ for Borel measures with moments up to order $ m $. The result improves …
[PDF][PDF] Flat extensions of positive moment matrices: recursively generated relations
RE Curto, LA Fialkow - Mem. Amer. Math. Soc, 1998 - Citeseer
Flat Extensions of Positive Moment Matrices: Recursively Generated Relations Raúl E. Curto
Lawrence A. Fialkow Page 1 Flat Extensions of Positive Moment Matrices: Recursively Generated …
Lawrence A. Fialkow Page 1 Flat Extensions of Positive Moment Matrices: Recursively Generated …
A survey of semidefinite programming approaches to the generalized problem of moments and their error analysis
The generalized problem of moments is a conic linear optimization problem over the convex
cone of positive Borel measures with given support. It has a large variety of applications …
cone of positive Borel measures with given support. It has a large variety of applications …
Caratheodory cubature measures
M Tchernychova - 2016 - ora.ox.ac.uk
We introduce an efficient algorithm for computing Carathéodory cubature measures, which
are defined as interpolatory cubature measures with positive weights, whose cardinality …
are defined as interpolatory cubature measures with positive weights, whose cardinality …
Dilation theory in finite dimensions: the possible, the impossible and the unknown
E Levy, OM Shalit - 2014 - projecteuclid.org
This expository essay discusses a finite dimensional approach to dilation theory. How much
of dilation theory can be worked out within the realm of linear algebra? It turns out that some …
of dilation theory can be worked out within the realm of linear algebra? It turns out that some …
An analogue of the Riesz–Haviland theorem for the truncated moment problem
RE Curto, LA Fialkow - Journal of Functional Analysis, 2008 - Elsevier
Let [Formula: see text] denote a d-dimensional real multisequence, let K denote a closed
subset of Rd, and let P2n:={p∈ R [x1,…, xd]: degp⩽ 2n}. Corresponding to β, the Riesz …
subset of Rd, and let P2n:={p∈ R [x1,…, xd]: degp⩽ 2n}. Corresponding to β, the Riesz …