Optimization and moment problems

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Research paperAcceptedARR-2026-7X5XX0CBE19MXVSZ · v1

Finite-Sample-Valid Tests for Structured Matricial Hausdorff Moments: Joint Gaussian Grams, Strict Half-Time Separation, and Sharp Tangent-Cone Power

Lluis Eriksson

We give a finite-sample test for whether one joint Gaussian sketch covariance is compatible with a positive-semidefinite matrix-valued measure supported on a prescribed interval. The observed vector contains several exponent blocks, so its population covariance is one block-Hankel Gram matrix rather than a list of unrelated moment estimates. The classical truncated matricial Hausdorff theorem supplies the exact parity-dependent null. A single Gaussian singular-value event gives a simultaneous Loewner band for the whole covariance; intersecting that band with the structured moment cone yields a nonasymptotic level-alpha semidefinite test without sample splitting. The full joint Gram is strictly more informative than the integer-time localizer used in the preceding finite-sample method: an explicit two-atom family satisfies the old population condition but violates the half-time condition. We prove opposing finite-sample power guarantees above an explicit threshold on the same acquisition. At regular boundary points, the constrained likelihood ratio converges to squared Gaussian distance from an explicit spectrahedral tangent cone, giving pointwise local power and a matching root-n separation boundary. We also give auditable dual semantics and an exact rational certificate for the strict fixture. Classical moment, concentration, and constrained-likelihood ingredients are attributed explicitly; the contribution is their structured joint-sketch integration and strict same-data separation.

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