Moments and Legendre-Fourier Series for Measures Supported on Curves

Abstract

Some important problems (e.g., in optimal transport and optimal control) have a relaxed (or weak) formulation in a space of appropriate measures which is much easier to solve. However, an optimal solution μ of the latter solves the former if and only if the measure μ is supported on a ''trajectory'' {(t,x(t)):t∈[0,T]} for some measurable function x(t). We provide necessary and sufficient conditions on moments (γij) of a measure dμ(x,t) on [0,1]² to ensure that μ is supported on a trajectory {(t,x(t)):t∈[0,1]}. Those conditions are stated in terms of Legendre-Fourier coefficients fj=(fj(i)) associated with some functions fj:[0,1]→R, j=1,…, where each fj is obtained from the moments γji, i=0,1,…, of μ.