Entropy-convergence in Stieltjes and Hamburger moment problem

DOI10.1016/S0096-3003(96)00305-0zbMATH Open0909.44003OpenAlexW2042105895MaRDI QIDQ1126594FDOQ1126594

Authors: M. Frontini, Aldo Tagliani 

Publication date: 7 April 1999

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(96)00305-0

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zbMATH Keywords

Stieltjes moment problemBoltzmann-Shannon entropyHamburger moment problementropy-convergencemaximal entropy principle

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Entropy and other invariants (28D20) Moment problems (44A60)

Cites Work

• Title not available (Why is that?)
• I-divergence geometry of probability distributions and minimization problems
• Title not available (Why is that?)
• Convergence of Best Entropy Estimates
• Maximum entropy in the finite Stieltjes and Hamburger moment problem
• Title not available (Why is that?)

Cited In (28)

• Entropy estimate of probability densities having assigned moments: Stieltjes case
• Modelling time-varying higher moments with maximum entropy density
• Bounds on the Tail Probability and Absolute Difference Between Two Distributions
• Maximum entropy in the finite Stieltjes and Hamburger moment problem
• On the proximity of distributions in terms of coinciding fractional moments.
• Real moments from moments and vice versa
• Indeterminate Hamburger moment problem: entropy convergence
• Maximum Entropy Density Estimation from Fractional Moments
• Hausdorff moment problem: reconstruction of probability density functions
• Numerical inversion of the Mellin transform on the real line for heavy-tailed probability density functions
• Stieltjes moment problem and fractional moments
• Success or failure of a firm under different financing policies: A dynamic stochastic model
• Superresolution in the maximum entropy approach to invert Laplace transforms
• A note on proximity of distributions in terms of coinciding moments.
• Moment information and entropy evaluation for probability densities
• Hamburger moment problem and maximum entropy: on the existence conditions
• Recovering a probability density function from its Mellin transform
• Entropy estimate of a probability density from its Mellin transform
• Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems
• A maximum entropy approach to the classical moment problem
• Hausdorff moment problem: recovery of an unknown support for a probability density function
• A new class of random vector entropy estimators and its applications in testing statistical hypotheses
• Stieltjes moment problem via fractional moments
• The truncated Stieltjes moment problem solved by using kernel density functions
• The convergence of entropy-based approximations for moment problems
• AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS
• Numerical inversion of Laplace transform on the real line from expected values
• Vague convergence in the truncated moment problem

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