EXTREME MEASURES WITH GIVEN MOMENTS OR MARGINALS

被引：2

作者：

GIRARDIN, V

机构：

来源：

CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES | 1995年 / 47卷 / 05期

关键词：

GENERALIZED MOMENTS; MARGINALS; EXTREME POINTS;

D O I：

10.4153/CJM-1995-049-7

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We study the generalized moment problem and the marginal constraints problem. We connect them when the measures have a finite support. The extreme points of the convex set of solutions with a finite support are determined in both problems. For the moment problem, they are shown to span in the weak topology the set of all the solutions.

引用

页码：946 / 958

页数：13

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