Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems

DOI10.1016/J.SPL.2016.09.017zbMATH Open1416.60034OpenAlexW2530953666MaRDI QIDQ342764FDOQ342764

Authors: Mariyan Milev, Aldo Tagliani 

Publication date: 18 November 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.09.017

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zbMATH Keywords

momentsdensitymaximum entropyentropy convergenceHankel matrixhamburger and Stieltjes moment problem

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Moment problems (44A60)

Cites Work

• Elements of Information Theory
• Entropy-convergence in Stieltjes and Hamburger moment problem
• A geometric characterization of indeterminate moment sequences
• Title not available (Why is that?)
• Convergence of Best Entropy Estimates

Cited In (8)

• Maximum entropy in the finite Stieltjes and Hamburger moment problem
• Indeterminate Hamburger moment problem: entropy convergence
• A note on proximity of distributions in terms of coinciding moments.
• A generalized measure of dispersion
• Title not available (Why is that?)
• The convergence of entropy-based approximations for moment problems
• Uniform convergence for moment problems with Fermi-Dirac type entropies
• Vague convergence in the truncated moment problem

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