Hausdorff moment problem and fractional moments

DOI10.1016/j.amc.2010.04.059zbMath1198.44005OpenAlexW4251792106MaRDI QIDQ984383

Henryk Gzyl, Aldo Tagliani

Publication date: 19 July 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.04.059

zbMATH Keywords

maximum entropyill-conditioningHankel matricesfractional momentsHausdorff moment problemsinteger moments, centered moments

Mathematics Subject Classification ID

Moment problems (44A60)

Related Items (14)

Inference Problems Involving Moment Determinacy of Distributions ⋮ High Order Moment Model for Polydisperse Evaporating Sprays towards Interfacial Geometry Description ⋮ Fractional Moments and Maximum Entropy: Geometric Meaning ⋮ Hausdorff moment problem: recovery of an unknown support for a probability density function ⋮ Moment information and entropy evaluation for probability densities ⋮ Hausdorff moment problem and fractional moments: a simplified procedure ⋮ Varying kernel density estimation on \(\mathbb R_+\) ⋮ Reconstruction of conditional expectations from product moments with applications ⋮ Superresolution in the maximum entropy approach to invert Laplace transforms ⋮ On the truncated Hausdorff moment problem under Sobolev regularity conditions ⋮ Determination of the distribution of total loss from the fractional moments of its exponential ⋮ Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments ⋮ ESTIMATION OF MULTIVARIATE SHANNON ENTROPY USING MOMENTS ⋮ An effective approach for probabilistic lifetime modelling based on the principle of maximum entropy with fractional moments

Uses Software

• MPFUN

Cites Work

• Unnamed Item
• Unnamed Item
• The truncated Stieltjes moment problem solved by using kernel density functions
• Hausdorff moment problem: Reconstruction of distributions
• Hausdorff moment problem: reconstruction of probability density functions
• Hausdorff moment problem and maximum entropy: A unified approach
• Spectral properties of Hankel matrices and numerical solutions of finite moment problems
• Recovering a function from a finite number of moments
• Maximum Entropy Density Estimation from Fractional Moments
• Small Eigenvalues of Large Hankel Matrices
• Geometry of moment spaces

This page was built for publication: Hausdorff moment problem and fractional moments