Approximate probability distributions for stochastic systems: Maximum entropy method (Q1965197)
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| Language | Label | Description | Also known as |
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| English | Approximate probability distributions for stochastic systems: Maximum entropy method |
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Approximate probability distributions for stochastic systems: Maximum entropy method (English)
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28 March 2001
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The goal of the paper is to approximate the probability distributions of solution to stochastic differential equations using the information contained in the moments. The tool is the maximum entropy method allowing to recover a density from the moments of the distribution.
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entropy
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stochastic system
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