Entropy-convergence in Stieltjes and Hamburger moment problem
From MaRDI portal
Publication:1126594
DOI10.1016/S0096-3003(96)00305-0zbMath0909.44003OpenAlexW2042105895MaRDI QIDQ1126594
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
Hamburger moment problemStieltjes moment problemBoltzmann-Shannon entropyentropy-convergencemaximal entropy principle
Entropy and other invariants (28D20) Moment problems (44A60) Measures of information, entropy (94A17)
Related Items (22)
Modelling time-varying higher moments with maximum entropy density ⋮ Maximum Entropy Density Estimation from Fractional Moments ⋮ Bounds on the Tail Probability and Absolute Difference Between Two Distributions ⋮ Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems ⋮ Hausdorff moment problem: recovery of an unknown support for a probability density function ⋮ Moment information and entropy evaluation for probability densities ⋮ A note on proximity of distributions in terms of coinciding moments. ⋮ On the proximity of distributions in terms of coinciding fractional moments. ⋮ Real moments from moments and vice versa ⋮ The truncated Stieltjes moment problem solved by using kernel density functions ⋮ Superresolution in the maximum entropy approach to invert Laplace transforms ⋮ Hausdorff moment problem: reconstruction of probability density functions ⋮ AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS ⋮ Recovering a probability density function from its Mellin transform ⋮ Stieltjes moment problem via fractional moments ⋮ A new class of random vector entropy estimators and its applications in testing statistical hypotheses ⋮ Stieltjes moment problem and fractional moments ⋮ Success or failure of a firm under different financing policies: A dynamic stochastic model ⋮ Entropy estimate of a probability density from its Mellin transform ⋮ Entropy estimate of probability densities having assigned moments: Stieltjes case ⋮ Numerical inversion of the Mellin transform on the real line for heavy-tailed probability density functions ⋮ Numerical inversion of Laplace transform on the real line from expected values
Cites Work
This page was built for publication: Entropy-convergence in Stieltjes and Hamburger moment problem