3 research outputs found
Lebesgue decomposition in action via semidefinite relaxations
International audienceGiven all (finite) moments of two measures and on , we provide a numerical scheme to obtain the Lebesgue decomposition with and . When has a density in then we obtain two sequences of finite moments vectorsof increasing size (the number of moments) which converge to the moments of and respectively, as the number of moments increases. Importantly, {\it no} \`a priori knowledge on the supports of and is required