Measures with zeros in the inverse of their moment matrix

Abstract

We investigate and discuss when the inverse of a multivariate truncated moment matrix of a measure $\mu$ has zeros in some prescribed entries. We describe precisely which pattern of these zeroes corresponds to independence, namely, the measure having a product structure. A more refined finding is that the key factor forcing a zero entry in this inverse matrix is a certain conditional triangularity property of the orthogonal polynomials associated with $\mu$.

Published in at http://dx.doi.org/10.1214/07-AOP365 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

Cited by in corpus (1)

• Parameter Collapse due to the Zeros in the Inverse Condition