Maximum entropy and the moment problem

DOI10.1090/S0273-0979-1987-15464-4zbMath0617.42004MaRDI QIDQ4726810

Henry J. Landau

Publication date: 1987

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

predictionentropytrigonometric moment problemSturm-Liouville differential equations

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Measures of information, entropy (94A17) Trigonometric polynomials, inequalities, extremal problems (42A05) Prediction theory (aspects of stochastic processes) (60G25) Trigonometric moment problems in one variable harmonic analysis (42A70)

Related Items (43)

Polynomials with no zeros on a face of the bidisk ⋮ On generalized spectral functions, the parametrization of block Hankel and block Jacobi matrices, and some root location problems ⋮ Geometric aspects of the Carathéodory extension problem ⋮ A quantitative maximum entropy theorem for the real line ⋮ On zeros of polynomials orthogonal with respect to a quasi-definite inner product on the unit circle ⋮ On two theorems of M. G. Krein concerning polynomials orthogonal on the unit circle ⋮ On some interrelations between the generalized Nehari problem for the Carathéodory class and prediction theory ⋮ Asymptotic behaviour of Verblunsky coefficients ⋮ Trace theorems of Szegő type in the singular case. ⋮ On a generalization of the trigonometric moment problem ⋮ Maxentropic reconstruction of Fourier and Laplace transforms ⋮ Singularly positive definite sequences and parametrization of extreme points ⋮ Szegő polynomials and the truncated trigonometric moment problem ⋮ Unitary orthogonalization processes ⋮ A constructive proof of the Gohberg-Semencul formula ⋮ An extension of a result of Szegő on eigenvalues of Toeplitz matrices ⋮ Orthogonal polynomials with respect to a class of Fisher-Hartwig symbols and inverse of Toeplitz matrices ⋮ Inversion of Toeplitz matrices whose symbols admit a root of positive rational order for the minimal eigenvalue. ⋮ OPUC on one foot ⋮ A Schur parametrization of non-negative Hermitian and contractive block matrices and the corresponding maximum entropy problems ⋮ The computation of orthogonal rational functions and their interpolating properties ⋮ Orthogonal polynomials on the unit circle: distribution of zeros ⋮ Minimal eigenvalues of Toeplitz matrices and of products of Toeplitz matrices ⋮ A maximum entropy approach to the classical moment problem ⋮ Prediction for two processes and the Nehari problem ⋮ A strong Spitzer-Stone theorem for a Toeplitz matrix with singular symbol defined by a class of analytic functions ⋮ Conditioning moments of singular measures for entropy optimization. I ⋮ On the trigonometric moment problem in two dimensions ⋮ On the ``Favard theorem and its extensions ⋮ Schur's algorithm, orthogonal polynomials, and convergence of Wall's continued fractions in \(L^2(\mathbb{T})\). ⋮ The generalised Dyson circular unitary ensemble: asymptotic distribution of the eigenvalues at the origin of the spectrum ⋮ Asymptotic inverse of Toeplitz matrices with symbol \((1-\cos \theta )^\alpha f_1\), \(\frac{-1}{2} <\alpha \leq\frac12\), and integral kernels ⋮ On the application of maximum entropy to the moments problem ⋮ Existence of Smooth Solutions to the Classical Moment Problems ⋮ Super-resolution by means of Beurling minimal extrapolation ⋮ Uniqueness theory for model sets, and spectral superresolution ⋮ Asymptotic inversion of Toeplitz matrices with one singularity in the symbol ⋮ Iterated Function Systems, Moments, and Transformations of Infinite Matrices ⋮ Truncated trigonometric moment problems and determinate measures ⋮ Modeling covariance matrices via partial autocorrelations ⋮ Distributionally robust optimization. A review on theory and applications ⋮ Trigonometric moment problems for arbitrary finite subsets of $\mathbb Z^n$ ⋮ Exact and asymptotic inverse of the Toeplitz matrix with polynomial singular symbol

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fast matrix factorizations via discrete transmission lines
• Comments on and correction to "Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy" (Jan 80 26-37) [Corresp.]
• Lattice filter parameterization and modeling of nonstationary processes
• Power spectral density bounds (Corresp.)
• Maximum entropy and spectral estimation: A review
• The Inverse Problem for the Vocal Tract and the Moment Problem
• Differential Methods in Inverse Scattering
• Inverse Scattering for Discrete Transmission-Line Models
• Properties of cross-entropy minimization
• Maximum entropy and conditional probability
• Inverses of Toeplitz Operators, Innovations, and Orthogonal Polynomials
• A Statistical Model for Positron Emission Tomography
• A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes

This page was built for publication: Maximum entropy and the moment problem