Hausdorff moment problem via fractional moments

DOI10.1016/S0096-3003(02)00391-0MaRDI QIDQ1398653zbMATH OpenOpenAlexFDO

Authors Giorgio Pontuale, Alberto Petri, Aldo Tagliani, Pierluigi Novi Inverardi

Publication date 7 August 2003

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

Full work available at URL https://arxiv.org/abs/physics/0207041

zbMATH Keywords

entropymaximum entropyHankel matrixfractional momentsHausdorff moment problem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Moment problems (44A60)

Abstract: We outline an efficient method for the reconstruction of a probability density function from the knowledge of its infinite sequence of ordinary moments. The approximate density is obtained resorting to maximum entropy technique, under the constraint of some fractional moments. The latter ones are obtained explicitly in terms of the infinite sequence of given ordinary moments. It is proved that the approximate density converges in entropy to the underlying density, so that it demonstrates to be useful for calculating expected values.

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Cites work

• scientific article; zbMATH DE number 3181396 (Why is no real title available?)
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Cited in

(23)

• A new maximum entropy method for estimation of multimodal probability density function
• On the proximity of distributions in terms of coinciding fractional moments.
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• Hausdorff moment problem and fractional moments
• Stieltjes moment problem and fractional moments
• Recovery of functions from transformed moments: A unified approach
• Solution of the strong Hamburger moment problem by Laurent continued fractions
• Moment information and entropy evaluation for probability densities
• Reconstruction of conditional expectations from product moments with applications
• Moment-recovered approximations of multivariate distributions: the Laplace transform inver\-sion
• Maxentropic solution of fractional moment problems
• Fractional moments and maximum entropy: geometric meaning
• The Hausdorff Moment Problem with Complex Exponents and a Müntz‐Szasz Theorem for Distributions
• Hausdorff moment problem: recovery of an unknown support for a probability density function
• Stieltjes moment problem via fractional moments
• High order moment model for polydisperse evaporating sprays towards interfacial geometry description
• Uncertainty quantification of bifurcations in random ordinary differential equations
• The statistics of the fractional moments: is there any chance to ``read quantitatively any randomness?

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