Projective limits techniques for the infinite dimensional moment problem

Abstract

We deal with the following general version of the classical moment problem: when can a linear functional on a unital commutative real algebra $A$ be represented as an integral with respect to a Radon measure on the character space $X(A)$ of $A$ equipped with the Borel $\sigma-$algebra generated by the weak topology? We approach this problem by constructing $X(A)$ as a projective limit of the character spaces of all finitely generated unital subalgebras of $A$. Using some fundamental results for measures on projective limits of measurable spaces, we determine a criterion for the existence of an integral representation of a linear functional on $A$ with respect to a measure on the cylinder $\sigma-$algebra on $X(A)$ (resp. a Radon measure on the Borel $\sigma-$algebra on $X(A)$) provided that for any finitely generated unital subalgebra of $A$ the corresponding moment problem is solvable. We also investigate how to localize the support of representing measures for linear functionals on $A$. These results allow us to establish infinite dimensional analogues of the classical Riesz-Haviland and Nussbaum theorems as well as a representation theorem for linear functionals non-negative on a "partially Archimedean" quadratic module of $A$. Our results in particular apply to the case when $A$ is the algebra of polynomials in infinitely many variables or the symmetric tensor algebra of a real infinite dimensional vector space, providing a unified setting which enables comparisons between some recent results for these instances of the moment problem.