Hausdorff moment problem via fractional moments (Q1398653): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Spectral properties of Hankel matrices and numerical solutions of finite moment problems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Recovering a function from a finite number of moments / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Geometry of moment spaces / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5750089 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The condition number of real Vandermonde, Krylov and positive definite Hankel matrices / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Convergence of Best Entropy Estimates / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4031366 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The Hausdorff entropic moment problem / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3849152 / rank | |||
Normal rank |
Revision as of 19:04, 5 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Hausdorff moment problem via fractional moments |
scientific article |
Statements
Hausdorff moment problem via fractional moments (English)
0 references
7 August 2003
0 references
The authors outline an efficient method for the reconstruction of a probability density function from the knowledge of its infinite sequence of ordinary moments. The approximate density is obtained by an appeal to the maximum entropy technique, under the constraint of some fractional moments. Fractional moments are obtained explicitly in terms of the infinite sequence of given ordinary moments. Some examples are given comparing fractional and ordinary moments by choosing some probability densities on \([0,1]\).
0 references
Hausdorff moment problem
0 references
entropy
0 references
fractional moments
0 references
Hankel matrix
0 references
maximum entropy
0 references
0 references