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
收藏
页码：946 / 958
页数：13
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