Inverse \(z\) transform and moment problem (Q2709783)

Given a probability generating function \(F\), defined by \(F(z)=\sum_{n=0}^{\infty}f_{n}z^{n}\), the problem is to recover \((f_{n})\) from a finite number, \(M\) of its moments, i.e. derivatives at zero of \(F\). A best approximant in the sense of maximum entropy is obtained by the method of Lagrange multipliers, and shown to converge to the required limit as \(M\) tends to infinity in both the entropy norm and the \(L_{1}\)-norm.