• East Asian mathematical journal
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• v.40 no.1
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• pp.25-36
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• 2024

Full univariate moment problems have been studied using continued fractions, orthogonal polynomials, spectral measures, and so on. On the other hand, the truncated moment problem has been mainly studied through confirming the existence of the extension of the moment matrix. A few articles on the multivariate moment problem implicitly presented about some results of this note, but we would like to rearrange the important results for the existence of a representing measure of a moment sequence. In addition, new techniques with orthogonal polynomials will be introduced to expand the means of studying truncated moment problems.

• Communications of the Korean Mathematical Society
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• v.21 no.3
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• pp.433-449
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• 2006

In this paper, we present some recent developments on hyponormal operator theory and truncated Curto-Fialkow and Embry complex moment problems.

• Kyungpook Mathematical Journal
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• v.45 no.2
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• pp.241-247
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• 2005

Let ${\gamma}{\equiv}\left{{\gamma}_{ij}\right}(0{\leq}i+j{\leq}2n)$ be a collection of complex numbers with ${\gamma}_{00}>0$ and ${\gamma}_{ji}={\bar{\gamma}}_{ij}$. The truncated complex moment problem for ${\gamma}$ entails finding a positive Borel measure ${\mu}$ supported in the complex plane ${\mathbb{C}}$ such that ${\gamma}_{ij}={\int}{\bar{z}}^{i}z^jd{\mu}(z)(0{\leq}i+j{\leq}2n)$. We solve this truncated moment problem with data in a circle and discuss the behavior of data in an extended moment matrix.

• Journal of the Korean Mathematical Society
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• v.44 no.4
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• pp.949-970
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• 2007

By considering a bridge between Bram-Halmos and Embry characterizations for the subnormality of cyclic operators, we extend the Curto-Fialkow and Embry truncated complex moment problem, and solve the problem finding the finitely atomic representing measure ${\mu}$ such that ${\gamma}_{ij}={\int}\bar{z}^iz^jd{\mu},\;(0{\le}i+j{\le}2n,\;|i-j|{\le}n+s,\;0{\le}s{\le}n);$ the cases of s = n and s = 0 are induced by Bram-Halmos and Embry characterizations, respectively. The former is the Curto-Fialkow truncated complex moment problem and the latter is the Embry truncated complex moment problem.

• Journal of the Chungcheong Mathematical Society
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• v.31 no.4
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• pp.487-509
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• 2018

The Truncated Moment Problem (TMP) entails finding a positive Borel measure to represent all moments in a finite sequence as an integral; once the sequence admits one or more such measures, it is known that at least one of the measures must be finitely atomic with positive densities (equivalently, a linear combination of Dirac point masses with positive coefficients). On the contrary, there are more general moment problems for which we aim to find a "signed" measure to represent a sequence; that is, the measure may have some negative densities. This type of problem is referred to as the General Truncated Moment Problem (GTMP). The Jordan Decomposition Theorem states that any (signed) measure can be written as a difference of two positive measures, and hence, in the view of this theorem, we are able to apply results for TMP to study GTMP. In this note we observe differences between TMP and GTMP; for example, we cannot have an analogous to the Flat Extension Theorem for GTMP. We then present concrete solutions to lower-degree problems.

• Journal of the Chungcheong Mathematical Society
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• v.22 no.3
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• pp.439-450
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• 2009

In this note we give a connection between the truncated moment problem and the 2-variable subnormal completion problem.

• Kyungpook Mathematical Journal
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• v.62 no.1
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• pp.107-118
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• 2022

In this note we observe that any truncated multi-index sequence has an interpolating measure supported in Euclidean space. It is well known that the consistency of a truncated moment sequence is equivalent to the existence of an interpolating measure for the sequence. When the moment matrix of a moment sequence is nonsingular, the sequence is naturally consistent; a proper perturbation to a given moment matrix enables us to confirm the existence of an interpolating measure for the moment sequence. We also illustrate how to find an explicit form of an interpolating measure for some cases.

• Bulletin of the Korean Mathematical Society
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• v.44 no.2
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• pp.337-350
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• 2007

Given a collection of complex numbers ${\gamma}{\equiv}\{{\gamma}ij\}$ $(0{\leq}i+j{\leq}2n,\;|i-j|{\leq}n)$ with ${\gamma}00>0\;and\;{\gamma}ji=\bar{\gamma}ij$, we consider the moment problem for ${\gamma}$ in the case of n=2, which is referred to Embry quartic moment problem. In this note we give a partial solution for the nonsingular case of Embry quartic moment problem.

• East Asian mathematical journal
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• v.36 no.1
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• pp.61-71
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• 2020

Up to the present day, the best solution we can get to the truncated moment problem (TMP) is probably the Flat Extension Theorem. It says that if the corresponding moment matrix of a moment sequence admits a rank-preserving positive extension, then the sequence has a representing measure. However, constructing a flat extension for most higher-order moment sequences cannot be executed easily because it requires to allow many parameters. Recently, the author has considered various decompositions of a moment matrix to find a solution to TMP instead of an extension. Using a new approach with the Hadamard product, the author would like to introduce more techniques related to moment matrix decompositions.

• Communications for Statistical Applications and Methods
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• v.28 no.6
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• pp.673-679
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• 2021

The moment calculation in a truncated multivariate normal distribution is a long-standing problem in statistical computation. Recently, Kan and Robotti (2017) developed an algorithm able to calculate all orders of moment under different types of truncation. This result was implemented in an R package MomTrunc by Galarza et al. (2021); however, it is difficult to use the package in practical statistical problems because the computational burden increases exponentially as the order of the moment or the dimension of the random vector increases. Meanwhile, Lee (2021) presented an efficient numerical method in both accuracy and computational burden using Gauss-Hermit quadrature. This article introduces trunmnt implementation of Lee's work as an R package. The Package is believed to be useful for moment calculations in most practical statistical problems.