Hausdorff moment problem and fractional moments

DOI10.1016/j.amc.2010.04.059zbMath1198.44005MaRDI 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 entropy; ill-conditioning; Hankel matrices; fractional moments; Hausdorff moment problems; integer moments, centered moments

Mathematics Subject Classification ID

44A60: Moment problems

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Uses Software

• MPFUN

Cites Work

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• 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
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• 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