Bounds on measures satisfying moment conditions

Authors
Lasserre, Jean B.
Citation
B. Lasserre, Jean, Bounds on measures satisfying moment conditions, Annals of applied probability , 12(3), 2002, pp. 1114-1137
Journal title
Annals of applied probability → ACNP
ISSN journal
10505164
Volume
12
Issue
3
Year of publication
2002
Pages
1114 - 1137
Database
ACNP
SICI code
Abstract
Given a semialgebraic set S.Rn, we provide a numerical approximation procedure that provides upper and lower bounds on .(S), for measures . that satisfy some given moment conditions. The bounds are obtained as solutions of positive semidefinite programs that can be solved via standard software packages.