Maximum entropy in the finite Stieltjes and Hamburger moment problem

DOI10.1063/1.530640zbMath0830.41020OpenAlexW2039001212MaRDI QIDQ4837160

Aldo Tagliani, Marco Frontini

Publication date: 4 July 1995

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/fbea433159a22c26301005ba54f67ec05dafdbd3

zbMATH Keywords

Hamburger moment problemStieltjes moment problem

Mathematics Subject Classification ID

Approximation by arbitrary nonlinear expressions; widths and entropy (41A46)

Related Items

MAXIMUM ENTROPY FOR REDUCED MOMENT PROBLEMS ⋮ A maximum entropy method for particle filtering ⋮ Entropy-convergence in Stieltjes and Hamburger moment problem ⋮ Maximum entropy solutions and moment problem in unbounded domains ⋮ An improved algorithm for the multidimensional moment-constrained maximum entropy problem ⋮ An equation-by-equation method for solving the multidimensional moment constrained maximum entropy problem ⋮ Maximum entropy in the generalized moment problem ⋮ Generalized Hausdorff inverse moment problem ⋮ Hausdorff moment problem and maximum entropy: A unified approach ⋮ Maximum entropy and lacunary Stieltjes moment problem ⋮ Inverse two-sided Laplace transform for probability density functions

Cites Work

• The existence conditions for maximum entropy distributions, having prescribed the first three moments
• Maximum entropy in the Hamburger moments problem
• On the application of maximum entropy to the moments problem
• Fitting continuous probability density functions over [0,<tex>infty</tex>) using information theory ideas (Corresp.)