Maximum entropy in discrete moment problem: Nonsymmetric case (Q2756214)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum entropy in discrete moment problem: Nonsymmetric case |
scientific article; zbMATH DE number 1672751
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum entropy in discrete moment problem: Nonsymmetric case |
scientific article; zbMATH DE number 1672751 |
Statements
9 April 2002
0 references
moment problem
0 references
Hankel matrix
0 references
convex hull
0 references
maximum entropy method
0 references
entropy-convergence
0 references
Maximum entropy in discrete moment problem: Nonsymmetric case (English)
0 references
By using the maximum entropy method the author considers the reconstruction of a nonsymmetric discrete probability distribution with countable real values. Necessary and sufficient conditions for the existence of the maximum entropy distribution are obtained. The entropy-convergence is established. The feature of entropy decreasing when two more moments are added is provided.
0 references
