Abstract
The first part of this work provides explicit solutions for two integral equations; both are solved by means of Fourier transform. In the second part of this paper, sufficient conditions for the existence and uniqueness of the solutions satisfying sandwich constraints for two types of full moment problems are provided. The only given data are the moments of all positive integer orders of the solution and two other linear, not necessarily positive, constraints on it. Under natural assumptions, all the linear solutions are continuous. With their value in the subspace of polynomials being given by the moment conditions, the uniqueness follows. When the involved linear solutions and constraints are positive, the sufficient conditions mentioned above are also necessary. This is achieved in the third part of the paper. All these conditions are written in terms of quadratic expressions.
1. Introduction
Generally, solving functional equations cannot be achieved using direct integration operations or by studying the derivative of the involved functions, even in the case of smooth functions. On the other hand, under a natural hypothesis, a first-order differential equation with initial conditions is equivalent to the corresponding integral equation. The latter equation cannot be solved explicitly. Successive approximations with error control can be obtained by applying the contraction principle or other approximation methods. An efficient method for solving such difficulties and other problems involves using the properties of the Fourier transform (see [1,2]). These two books provide other aspects and applications of the Fourier transform. To name only one of them, we invoke the Uncertainty Principle and the importance of the function The connection of this function with Cauchy–Schwarz inequality is also outlined in [1]. Namely, the Gauss-type distribution is the only one for which equality occurs in the inequality claimed by the Uncertainty Principle, as well as in the corresponding Cauchy–Schwarz inequality. The fact that the Gauss function defined above is the sole fixed function for the Fourier transform is also used in Example 2 below. For the second part of this work and related general knowledge, refer to the monographs and books [1,2,3,4,5,6,7,8]. Very recent results on criterions of indeterminacy have been published in [9]. We recall that a positive regular Borel measure, having finite moments of all orders, is called determinate (or (M)-determinate, or moment-determinate), on the closed subset if it is uniquely determinate by its moments, defined by
In other words, the measure is (M)-determinate, if for any other measure with
we have as measures. A measure which is not (M)-determinate on is called indeterminate on In ref. [10], other recent results, involving fractional moments and related approximation methods have been emphasized. Earlier and recent results, as well as various aspects of the moment problem, have been discussed in [5,8,9,10,11,12,13,14,15,16,17,18].
Significant results on the moment problem have been recently published in [19,20,21,22]. Article [23] provides interesting applications of Hahn–Banach-type results in Banach lattice frameworks to a direction without any connection with the moment problem. On the other hand, the existence of a solution for the classical moment problem is an extension problem of a linear functional or operator, from the subspace of polynomials to a larger function space, which is usually a Banach lattice. The codomain space is assumed to be an order-complete Banach lattice, so that Hahn–Banach-type extension results work in this setting. Besides the moment interpolations (see Equation (7) below), one or two constraints on the solution are required (see Equation (8) below). Earlier results using extensions of linear functionals or geometric forms of the Hahn–Banach theorem, applied to the moment problem or to solve other problems, have been published in [4,5,6,8,14,24,25]. From all these references, we directly or partially use ideas or results. In the present article, extensions of linear functionals and operators, polynomial approximation on unbounded intervals [24,25], and general results of analysis and functional analysis are applied. With respect to previously published articles on this subject, currently, our linear constraints on the solution are not positive on the positive cone of the domain space (see Theorems 1–3 and Corollaries 1 and 2). Consequently, the solution is not positive. However, the continuity of the constraints leads to the continuity of the solution, and the sufficient conditions (b) below are expressed in terms of quadratic expressions. We recall that any positive linear operator acting on ordered Banach spaces (in particular, on Banach lattices) is continuous (see [23]). At the end of this manuscript, the case of positive linear constraints is under attention. In this case, our sufficient conditions mentioned above are also necessary. All these conditions are written in terms of quadratic expressions involving the coefficients of the corresponding polynomials, the given moments, and the constraints, then passing the limit. Since the values of the solution on polynomials is given by the interpolation moment conditions, the uniqueness of the solution of the full moment problem follows by the density of polynomials in the considered domain function space. The rest of this paper is organized as follows: Section 2 refers to the methods applied to solve the problems of Section 3. Section 3 contains the results and their proofs. Section 4 (Discussion) comments on some of the results. Section 5 concludes the paper. Here, possible directions for future work are also mentioned.
2. Methods
Here are the methods applied in this work:
- Using properties of Fourier transform [1,2] in solving integral equations.
- Using the expression of nonnegative polynomials on in terms of sums of squares of polynomials [8].
- Applying notions and results on determinacy of measures [19] to prove approximation on unbounded closed subsets in spaces, of functions from by nonnegative polynomials on . Here, is a positive regular Borel moment determinate measure on with finite moments of all orders. Applying uniform polynomial approximation on compact subsets, of any function by restrictions to of nonnegative polynomials on the entire nonnegative semiaxes (see [24,25]).
- Applying a Hahn–Banach-type theorem [24,25] in solving full moment problems with two linear constraints on the solution (see also [5] for the reduced, scalar valued Markov moment problem). In the present work, the moments of all positive integer orders are prescribed, and operator valued moment problems are solved. Therefore, we use a much stronger version of a Hahn–Banach-type result, recently recalled in [25], which is valid for infinitely many (countable or uncountable) interpolation moment conditions and for the order-complete vector valued version of the problem (see also the references from [25] related to the original works on this subject). Although the constraints are not positive on the positive cone of the domain space, they are assumed to be continuous. From the proofs, the linear solution is continuous as well. Hence, it is the unique solution via the density of polynomials in the domain space. Our solutions hold true for vector valued and operator valued moment problems as well.
- Using the order-complete Banach lattice of self-adjoint operators studied in [6], which is also a commutative Banach algebra over the real field, as codomain of our solution for a moment problem.
- Using functional calculus for self-adjoint operators [4,6,7], we solve our operator valued moment problem as demonstrated in Theorems 3 and 6 below.
- Using general properties of Banach lattices and specific properties of the concrete Banach lattices appearing in Section 3 [6,7,23,24,25], we prove sufficient conditions for the existence and uniqueness of the solution of the full moment problem, with two constraints. In case of positive linear constraints, these conditions are also necessary.
3. Results
3.1. Solving Integral Equations by Means of Fourier Transform
This first part of the Results section is based on properties of the Fourier transform published in [1,2].
Example 1.
The solution
of the integral equation:
is
Proof.
Using Euler’s formula, , the fact that is an even function and the equality Equation (3) can be written as
Since the Fourier operator is invertible, the last equality is equivalent to
Hence, the solution can be written as
To prove the last equality from the statement, regarding we recall that is null for and for all Thus is an even function, with . On the other hand, for all equality occurs if and only if and this function is also even. One can prove that the same remark holds for the even function for all extended by continuity with the value at Hence, the maximum point of is and □
Example 2.
The solution
of the integral equation:
is
Proof.
Equation (4) can be written as
Now, using a well-known property [1,2] of the Fourier transform with respect to the convolution operation, the left-hand side of Equation (5) becomes
Inserting this into Equation (5), we find
Thus, also using the Fourier inversion formula, we find the explicit integral formula for
Hence, the problem is reduced to the calculation of the integral:
This can be achieved through integration by parts, following the ideas from [1,2]:
Substituting this into (6), we find the explicit expression for g in terms of the elementary analytic functions and as follows:
□
3.2. On the Moment Problem on Subsets of Sufficient Conditions
We start this subsection with a full Stieltjes moment problem in the space, with being a determinate measure on (see [19] for determinacy and [20,21] for results on the reduced moment problem on and related maximum entropy problems). In the next theorem, lower and upper dominated conditions on the linear operator solution are required. All the vector spaces involved in what follows are considered over the real field. Unlike previously published results, in the next theorem, none of the operators are assumed to be positive. In other words, the result holds for arbitrary bounded linear operators.
Theorem 1.
Let
be a determinate positive regular Borel measure on with finite moments of all orders; let be the Banach lattice let be an order-complete Banach lattice. Let be a sequence of elements in Let be two bounded linear operators from into on the positive cone Let us consider the following two statements:
- (a) There exists a unique bounded linear operator with
- (b) For , any finite subsets of and any families of scalars the following implication holds: ifthenThen, holds.
Proof.
To prove that implication (b) implies (a), we use the corresponding implication of Theorem 2.38 from [25], accompanied by a polynomial approximation result of elements from by nonnegative polynomials, in the norm of the space (see [25], Lemma 4.11, p. 383). Let
with
According to the polynomial approximation result by nonnegative polynomials for the elements for there exist polynomials with for almost all such that
In other words, we can write We recall the explicit expression of polynomials taking nonnegative values at all points of the interval As is well known (see [8]), any such polynomial function is a sum of squares of polynomials plus multiplied by another sum of squares of polynomials. Hence, for we can write
On the other hand, from (9) and (10) written for , we derive that
for some nonnegative polynomials depending on the functions and on arbitrary small
In our hypothesis (b), then, Equation (10) claims that for any as mentioned above and written in (11), we have
Now, the continuity of the bounded linear operators converges
as well as the fact that the positive cone of the Banach lattice is topologically closed, passing to the limit as Using (13) and this yields
Since all of this reasoning holds for arbitrary with the conclusion (a) concerning the existence of the linear solution satisfying the properties (7) and (8) follows Theorem 2.38 from [25]. It remains to prove the continuity of the solution Since is linear, it is sufficient (and necessary) to prove its continuity at zero. If in the Banach lattice then in the same space and for all According to the continuity of also using (8), since the positive cone of the Banach lattice is closed and normal (see [7]), this implies Similarly, Hence,
Now the uniqueness of the continuous solution follows from the density of polynomials in □
Corollary 1.
Let
be as in Theorem 3,
a sequence of real numbers, and
be two given functions from almost everywhere in
Let us consider the following two statements.
- (a) There exists a unique function such thatfor almost all
- (b) For any finite subsets of and any families of scalars the following implication holds: ifthenThen, holds.
Proof.
One applies Theorem 3, where stands for The conclusion follows via measure theory results [1,3]. □
We can prove the following result in the same manner as that of Theorem 1, using another polynomial approximation result, namely Lemma 2 from [24].
Theorem 2.
Let
be a nonempty compact subset and
be the Banach lattice of all real valued continuous functions on
Let
be as in the Theorem 1 proved above, where the space
is replaced by Let us consider the following two statements:
- (a) There exists a unique bounded linear operator with
- (b) For any finite subsets of and any families of scalars the following implication holds: ifthenThen, holds.
Proof.
The proof follows the ideas of Theorem 1. Here, the main difference is that the polynomial approximation provided by Lemma 2 from [24] is applied. Now, any function with
can be approximated by a sequence of polynomials on where is the extension of defined by for all The convergence holds uniformly on hence, it holds in Then, for all so that each polynomial can be expressed as , for finite subset and real coefficients
Let us notice that can be discontinuous at some points in The conclusion follows in the same manner as that of Theorem 1. □
In the next result, will be the order-complete Banach lattice of self-adjoint operators acting on a Hilbert space , associated with a self-adjoint operator acting on (see [6], pp. 303–305). This Banach lattice is also a commutative Banach algebra. The norm on is the operatorial norm, and the order relation is the usual one: in if and only if for all We use the following type of self-adjoint operators. Namely, we call self-adjoint operator on a real or complex Hilbert space ( a bounded linear operator applying into which satisfies the following symmetry condition: for all According to the definition of the adjoint of a bounded linear operator on [4], the above written condition says that Thus, a self-adjoint operator equals its adjoint. This is the motivation of the terminology self-adjoint for such operators. If is finite dimensional, a self-adjoint operator is called a Hermitian operator.
Corollary 2.
Let
be the real Hilbert space and
a positive self-adjoint operator from
into
with the spectrum
Assume that
are two bounded linear operators from
into
Let
be given a sequence of operators from
Let us consider the following two statements:
- (a) There exists a unique bounded linear operator with
- (b) For any finite subsets of and any families of scalars the following implication holds. Ifthen:Then, holds.
Proof.
Since the self-adjoint operator is positive, its spectrum is contained in the interval The conclusion follows via Theorem 4, where stands for □
Theorem 3.
Let be the Hilbert space and a self-adjoint operator acting on such that the spectrum is the entire interval . With the notations and in the framework of Corollary 2, let us consider the following two statements.
- (a) There exists a unique bounded linear operator with
- (b) For any finite subsets of and any families of scalars the following implication holds: ifthenThen, holds.
Proof.
We apply Corollary 2 to the bounded linear operators defined below, as follows:
Unlike our previously published results (see [25], Theorems 2.38, 2.39), now, the above defined operators are not positive since the subsets of the interval where the function takes positive and negative values, respectively, are open and nonempty. Consequently, the Lebesgue measure of these open subsets is positive. The same remark holds for Now, the conclusion follows from Corollary 2 via functional calculus for self-adjoint operators and continuous functions on their spectrums. □
3.3. On the Moment Problem on Subsets of Necessary and Sufficient Conditions
In this section, we study the case when the given linear operators are positive. Clearly, the solution will be positive as well. According to a more general result of [23], all these three positive linear operators will be continuous since they are acting on Banach lattices. Thus, their positivity allows the sufficient conditions from Section 3.2 to be proved as necessary conditions. We recall that a linear operator on ordered vector spaces is called positive if it is positive on the positive cone of the domain space. We also recall that every positive linear operator on ordered Banach spaces is continuous. An ordered Banach space is a Banach space endowed with a linear order relation, such that the positive cone is proper , generating is topologically closed, and in implies A Banach lattice is a vector lattice which is also a Banach space, such that in implies We recall that in a vector lattice ,
From these definitions, it is easy to see that that every Banach lattice is an ordered Banach space (see [6,7]).
Theorem 4.
Let
be as in Theorem 1,
be an order-complete Banach lattice, and be two linear operators from into Assume that
is positive on the positive cone of
The following two statements are equivalent:
- (a) There exists a unique positive (bounded) linear operator with
- (b) For , any finite subsets of and any families of scalars the following implication holds: ifthen
Proof.
Implication (b) implies that (a) has been proven in Theorem 1 According to the proof of Theorem 1 and the positivity hypothesis on we derive on This results in being a positive linear operator; hence, it is continuous. For the converse, observe that all the involved linear operators are positive (and hence are continuous). Also, we notice that the arrow from (b) proves that for any the polynomial dominates the polynomial Now, using (a) and the positivity of , which implies its continuity, we infer that
Thus, (a) implies that (b) is proven. Next, we prove that the solution satisfies the following inequalities:
The linearity and positivity of and on lead to
Hence, Since are a Banach lattices, this implies
If one obtains hence, The inequality follows the same proof. □
Theorem 5.
Let be as in Theorem 2. Assume that
are linear operators applying into such that is positive on the positive cone The following two statements are equivalent:
- (a) There exists a unique positive (hence bounded) linear operatorwith
- (b) For any finite subsets of and any families of scalars the following implication holds. Ifthen
Proof.
Implication (b) implies that (a) has been proven in Theorem 2. The implication in the reversed sense follows in the same manner as (a) implying (b) of Theorem 4. □
Theorem 6.
Let
be the Hilbert space
and
a positive self-adjoint operator acting on
a sequence in
With the notations and in the setting of Corollary 2, assume that
are defined by
The following two statements are equivalent:
- (a) There exists a unique bounded linear operator with
- (b) For any finite subsets of and any families of scalars the following implication holds: ifthen
Proof.
The first two properties from (a) on the solution follow from (b) in the same manner as the proof of Theorem 3. To obtain the last assertion of (a) on the estimation of the norm of we use the fact that is a Banach lattice so that implies With the notations from above, the norms and then can be determined via functional calculus for continuous real valued functions on the spectrum of the self-adjoint operator [4]. □
4. Discussion
We have proven theorems referring to integral equations and to the moment problem, and two of their consequences. The moment problem is an inverse problem because we find information on the solution (such as existence, values of polynomials, uniqueness, and sandwich properties), although the solution cannot be expressed in terms of elementary functions. To solve such problems, we use other authors and our previous results on this subject. In the present work, sufficient conditions for the existence and uniqueness of the solutions are expressed in terms of quadratic forms. Usually, proving sufficiency is the difficult part in case of our equivalent conditions. The cases of spaces , with an (M)-determinate measure on as well as that of the space of all real valued continuous functions on a compact subset of are both under attentions. The results of the approximation of nonnegative functions from the domain space by nonnegative polynomials on applied in these two cases are different. Their aim is to use the expression of such a polynomial in terms of sums of squares. In case of positive linear constraints, the solution is also positive. The sufficient conditions mentioned above are also necessary conditions. The norm of the solution can be estimated in terms of the norms of the given constraints. All these results are expressed in terms of the given moments and linear constraints. As a direction for future work, one can prove a version of Theorem 1 for functions of several variables with the space being a determinate measure in for any Similar problems can be solved in spaces The connection of the present study with the notions of symmetry is pointed out by means of the results involving self-adjoint operators. Such results are stated and proved in Corollary 2 and Theorems 3 and 6. The paragraph preceding Corollary 2 reviews and discusses the corresponding terminology. On the other hand, the second problem appearing in the title, that of solving integral equations, is explicitly solved: the solutions are expressed in terms of elementary functions. This cannot be so easily achieved without using Fourier transform and its properties. Of course, there are other types of problems which can also be solved using the methods provided by the Fourier transform.
5. Conclusions
Referring to the moment problem, the main results of this article are contained in Section 3.2. These results work for arbitrary bounded (not necessarily positive) linear operators defining the constraints. They establish sufficient conditions for the existence and uniqueness of the bounded linear solution of the full moment problem, satisfying the sandwich constraints on the positive cone of the domain space. For the case of positive linear operators appearing in Section 3.3, they prove the main implication showing the sufficiency of the conditions stated in point (b) of the corresponding statements. This is true, since every positive linear operator acting between Banach lattices is continuous, when applying the results from Section 3.2. It is possible that other Hahn–Banach-type results can be applied, which are specific to the extension of positive linear operators. The converse implication (a) implies (b) and follows without using any extension-type result for linear operators. This is the easier part of the proof. However, this is also important since it ensures the characterization of the existence and uniqueness of the positive (bounded) linear solution of the full moment problem under attention. Regarding the integral equations of Section 3.1, it seems that applying properties of Fourier transform is an appropriate way of solving them. In the moment problems, as well as in the integral equations, the solutions are defined implicitly. Here is a possible relationship between Examples 1 and 2 and the rest of the results, referring to the moment problem: In both cases, the solutions are defined implicitly. This is a similarity property. Unlike the case of Examples 1 and 2, where the solutions can be expressed in terms of elementary functions, in the cases of the moment problems of Section 3.2 and Section 3.3, we have information on the properties of the solutions (mentioned in points (a) of the corresponding theorems), but we cannot express the solutions in terms of elementary functions. The moment problem is an inverse problem. Returning to Examples 1 and 2, both the solutions are derived with the aid of the inverse Fourier transform, an integral transform whose kernel is known. As directions for related future work, one can state similar results to those from Theorems 3 and 6, respectively, when the Hilbert space Such results involve commutative vector subspaces of the space of all symmetric matrices with real entries. These subspaces are also order-complete vector lattices with respect to the usual order relation on The case of infinite dimensional Hilbert space, , could be completed by passing from self-adjoint operators to similar results for normal operators (bounded linear operators with ). Thus, applications of the general results of the present work to concrete spaces and operators could be continued and completed.
Funding
This research received no external funding.
Data Availability Statement
Data are contained within the article and the references.
Acknowledgments
The author would like to thank the journal Symmetry for technical support. Thanks are addressed to the reviewers for their comments and suggestions leading to the improvement of the manuscript.
Conflicts of Interest
The author declares no conflict of interests.
References
- Choudary, A.D.R.; Niculescu, C.P. Real Analysis on Intervals; Springer: New Delhi, India, 2014. [Google Scholar] [CrossRef]
- Popescu, S.A.; Jianu, M. Advanced Mathematics for Engineers and Physicists; Springer Nature Switzerland AG: Cham, Switzerland, 2022. [Google Scholar] [CrossRef]
- Rudin, W. Real and Complex Analysis, 3rd ed.; McGraw-Hill Book Company: Singapore, 1987. [Google Scholar]
- Rudin, W. Functional Analysis, 2nd ed.; McGraw-Hill, Inc. International Editions: Singapore, 1991. [Google Scholar]
- Krein, M.G.; Nudelman, A.A. Markov Moment Problem and Extremal Problems; American Mathematical Society: Providence, RI, USA, 1977. [Google Scholar]
- Cristescu, R. Ordered Vector Spaces and Linear Operators; Academiei, Bucharest, and Abacus Press: Tunbridge Wells, UK, 1976. [Google Scholar]
- Schaefer, H.H.; Wolff, M.P. Topological Vector Spaces, 2nd ed.; Springer: New York, NY, USA, 1999. [Google Scholar]
- Schmüdgen, K. The Moment Problem. In Graduate Texts in Mathematics; Springer International Publishing AG: Cham, Switzerland, 2017. [Google Scholar] [CrossRef]
- Stoyanov, J.M.; Tagliani, A.; Novi Inverardi, P.L. Maximum Entropy Criterion for Moment Indeterminacy of Probability Densities. Entropy 2024, 26, 121. [Google Scholar] [CrossRef] [PubMed]
- Novi Inverardi, P.L.; Tagliani, A. Probability Distributions Approximation via Fractional Moments and Maximum Entropy: Theoretical and Computational Aspects. Axioms 2024, 13, 28. [Google Scholar] [CrossRef]
- Berg, C.; Szwarc, R. Self-adjoint operators associated with Hankel moment matrices. J. Funct. Anal. 2022, 283, 109674. [Google Scholar] [CrossRef]
- Lemnete-Ninulescu, L. Stability in Truncated Trigonometric Scalar Moment Problems. Complex Anal. Oper. Theory 2023, 17, 75. [Google Scholar] [CrossRef]
- Berg, C.; Christensen, J.P.R.; Jensen, C.U. A remark on the multidimensional moment problem. Math. Ann. 1979, 243, 163–169. [Google Scholar] [CrossRef]
- Cassier, G. Problèmes des moments sur un compact de et décomposition des polynȏmes à plusieurs variables (Moment problems on a compact subset of and decomposition of polynomials of several variables). J. Funct. Anal. 1984, 58, 254–266. [Google Scholar] [CrossRef]
- Schmüdgen, K. The K-moment problem for compact semi-algebraic sets. Math. Ann. 1991, 289, 203–206. [Google Scholar] [CrossRef]
- Lemnete, L. An operator-valued moment problem. Proc. Am. Math. Soc. 1991, 112, 1023–1028. [Google Scholar] [CrossRef]
- Putinar, M. Positive polynomials on compact semi-algebraic sets. IU Math. J. 1993, 42, 969–984. [Google Scholar] [CrossRef]
- Putinar, M.; Vasilescu, F.H. Problème des moments sur les compacts semi-algébriques (The moment problem on semi-algebraic compacts). Comptes Rendus Acad. Sci. Paris Ser. I 1996, 323, 787–791. [Google Scholar]
- Stoyanov, J.M.; Lin, G.D.; Kopanov, P. New checkable conditions for moment determinacy of probability distributions. SIAM Theory Probab. Appl. 2020, 65, 497–509. [Google Scholar] [CrossRef]
- Tagliani, A. Maximum entropy solutions and moment problem in unbounded domains. Appl. Math. Lett. 2003, 16, 519–524. [Google Scholar]
- Novi Inverardi, P.L.; Tagliani, A. Stieltjies and Hamburger reduced moment problem when MaxEnt solution does not exist. Mathematics 2021, 9, 309. [Google Scholar] [CrossRef]
- Novi Inverardi, P.L.; Tagliani, A.; Stoyanov, J.M. The Problem of Moments: A Bunch of Classical Results with Some Novelties. Symmetry 2023, 15, 1743. [Google Scholar] [CrossRef]
- Niculescu, C.P.; Olteanu, O. From the Hahn-Banach extension theorem to the isotonicity of convex functions and the majorization theory. Rev. Real Acad. Cienc. Exactas Fis. Nat. Ser. A Matemáticas 2020, 114, 171. [Google Scholar] [CrossRef]
- Olteanu, O. On Markov Moment Problem and Related Results. Symmetry 2021, 13, 986. [Google Scholar] [CrossRef]
- Olteanu, O. On Hahn-Banach theorem and some of its applications. Open Math. 2022, 20, 366–390. [Google Scholar] [CrossRef]
Disclaimer/Publisher’s Note: The statements, opinions and data contained in all publications are solely those of the individual author(s) and contributor(s) and not of MDPI and/or the editor(s). MDPI and/or the editor(s) disclaim responsibility for any injury to people or property resulting from any ideas, methods, instructions or products referred to in the content. |
© 2024 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).