IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v8y2020i8p1328-d396884.html
   My bibliography  Save this article

From Hahn–Banach Type Theorems to the Markov Moment Problem, Sandwich Theorems and Further Applications

Author

Listed:
  • Octav Olteanu

    (Department of Mathematics-Informatics, University Politehnica of Bucharest, 060042 Bucharest, Romania)

Abstract

The aim of this review paper is to recall known solutions for two Markov moment problems, which can be formulated as Hahn–Banach extension theorems, in order to emphasize their relationship with the following problems: (1) pointing out a previously published sandwich theorem of the type f ≤ h ≤ g , where f , − g are convex functionals and h is an affine functional, over a finite-simplicial set X , and proving a topological version for this result; (2) characterizing isotonicity of convex operators over arbitrary convex cones; giving a sharp direct proof for one of the generalizations of Hahn–Banach theorem applied to the isotonicity; (3) extending inequalities assumed to be valid on a small subset, to the entire positive cone of the domain space, via Krein–Milman or Carathéodory’s theorem. Thus, we point out some earlier, as well as new applications of the Hahn–Banach type theorems, emphasizing the topological versions of these applications.

Suggested Citation

  • Octav Olteanu, 2020. "From Hahn–Banach Type Theorems to the Markov Moment Problem, Sandwich Theorems and Further Applications," Mathematics, MDPI, vol. 8(8), pages 1-16, August.
  • Handle: RePEc:gam:jmathe:v:8:y:2020:i:8:p:1328-:d:396884
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/8/8/1328/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/8/8/1328/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Laurent Gosse & Olof Runborg, 2008. "Existence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems," Post-Print hal-00323346, HAL.
    2. Laurent Gosse & Olof Runborg, 2008. "Existence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems," Papers 0809.3714, arXiv.org.
    3. Octav Olteanu, 2013. "Moment Problems on Bounded and Unbounded Domains," International Journal of Analysis, Hindawi, vol. 2013, pages 1-7, January.
    4. Kleiber, Christian & Stoyanov, Jordan, 2013. "Multivariate distributions and the moment problem," Journal of Multivariate Analysis, Elsevier, vol. 113(C), pages 7-18.
    5. Octav Olteanu, 2013. "New Results on Markov Moment Problem," International Journal of Analysis, Hindawi, vol. 2013, pages 1-17, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Octav Olteanu, 2021. "On the Moment Problem and Related Problems," Mathematics, MDPI, vol. 9(18), pages 1-26, September.
    2. Octav Olteanu, 2020. "Polynomial Approximation on Unbounded Subsets, Markov Moment Problem and Other Applications," Mathematics, MDPI, vol. 8(10), pages 1-12, September.
    3. Octav Olteanu, 2013. "New Results on Markov Moment Problem," International Journal of Analysis, Hindawi, vol. 2013, pages 1-17, February.
    4. Octav Olteanu, 2022. "Convexity, Markov Operators, Approximation, and Related Optimization," Mathematics, MDPI, vol. 10(15), pages 1-17, August.
    5. Kuoch, Kevin & Redig, Frank, 2016. "Ergodic theory of the symmetric inclusion process," Stochastic Processes and their Applications, Elsevier, vol. 126(11), pages 3480-3498.
    6. Christophe Gaillac & Eric Gautier, 2021. "Nonparametric classes for identification in random coefficients models when regressors have limited variation," Working Papers hal-03231392, HAL.
    7. Octav Olteanu, 2013. "Moment Problems on Bounded and Unbounded Domains," International Journal of Analysis, Hindawi, vol. 2013, pages 1-7, January.
    8. Sanjay Mehrotra & David Papp, 2013. "A cutting surface algorithm for semi-infinite convex programming with an application to moment robust optimization," Papers 1306.3437, arXiv.org, revised Aug 2014.
    9. Werner Kirsch & Gabor Toth, 2020. "Two Groups in a Curie–Weiss Model with Heterogeneous Coupling," Journal of Theoretical Probability, Springer, vol. 33(4), pages 2001-2026, December.
    10. Damir Filipović & Martin Larsson, 2016. "Polynomial diffusions and applications in finance," Finance and Stochastics, Springer, vol. 20(4), pages 931-972, October.
    11. Nail Kashaev, 2018. "Identification and estimation of multinomial choice models with latent special covariates," Papers 1811.05555, arXiv.org, revised Mar 2022.
    12. Yi-Hsuan Lin, 2020. "Random Non-Expected Utility: Non-Uniqueness," Papers 2009.04173, arXiv.org.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:8:y:2020:i:8:p:1328-:d:396884. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.