The truncated Stieltjes moment problem solved by using kernel density functions
From MaRDI portal
Publication:442700
DOI10.1016/j.cam.2012.05.015zbMath1247.65157OpenAlexW2041614387MaRDI QIDQ442700
P. N. Gavriliadis, Gerassimos A. Athanassoulis
Publication date: 3 August 2012
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2012.05.015
algorithmnumerical examplestail behaviorprobability density functionill-posed problemkernel density functionmoment asymptoticstruncated Stieltjes moment problem
Numerical methods for integral transforms (65R10) Moment problems (44A60) Numerical methods for inverse problems for integral equations (65R32)
Related Items
Radiation transport modeling using extended quadrature method of moments ⋮ Further theoretical and practical insight to the do-validated bandwidth selector ⋮ Hausdorff moment problem and fractional moments: a simplified procedure ⋮ The truncated Stieltjes moment problem solved by using kernel density functions ⋮ When is it no longer possible to estimate a compound Poisson process? ⋮ A note on recovering the distributions from exponential moments ⋮ Hausdorff moment problem and fractional moments ⋮ Mean squared error minimization for inverse moment problems ⋮ Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation ⋮ Iterative Polynomial Approximation Adapting to Arbitrary Probability Distribution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The truncated Stieltjes moment problem solved by using kernel density functions
- Moment problem formulation of the Schrödinger equation
- On the moment problem
- On powers of Stieltjes moment sequences. II
- Structure of Stieltjes classes of moment-equivalent probability laws
- Stieltjes moment problem and fractional moments
- Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation
- Géza Freud, orthogonal polynomials and Christoffel functions. A case study
- Entropy-convergence in Stieltjes and Hamburger moment problem
- Maximum entropy principle and nonlinear stochastic oscillators
- On the moment problems
- Calculation of maximum entropy densities with application to income distribution
- Krein condition in probabilistic moment problems
- Maximum-entropy approach with higher moments for solving Fokker-Planck equation
- Bounds on measures satisfying moment conditions.
- Asymptotic analysis of tail probabilities based on the computation of moments
- Rigorous estimates of the tails of the probability distribution function for the random linear shear model.
- Stieltjes moment problem via fractional moments
- On powers of Stieltjes moment sequences, I
- Uniform approximation by polynomials with positive coefficients
- TRICOMI COHERENT STATES
- Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach
- Recovering a function from a finite number of moments
- Euclidean time formulation of the eigenvalue moment method: a moment problem-convexity analysis of Barnsley's theorem
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
- A sequential particle filter method for static models
- Hierarchical Dobi ski-type relations via substitution and the moment problem
- Criteria for the Unique Determination of Probability Distributions by Moments
- Sequential Monte Carlo Methods for Dynamic Systems
- On the application of maximum entropy to the moments problem
- New generalized coherent states
- A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables
- Linear inverse problems with discrete data. I. General formulation and singular system analysis
- Inverting the Sachs-Wolfe formula: an inverse problem arising in early-universe cosmology
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS
- Moment Information for Probability Distributions, Without Solving the Moment Problem. I: Where is the Mode?
- The Characterization of the Solution Sets for Generalized Reduced Moment Problems and Its Application to Numerical Integration
