Extension of positive-definite distributions and maximum entropy

DOI10.1090/MEMO/0489MaRDI QIDQ4033509zbMATH OpenOpenAlexFDO

Authors Jean-Pierre Gabardo

Publication date 16 May 1993

Published in Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/memo/0489

zbMATH Keywords

entropy maximizerslogarithmic integralsmaximum entropypositive-definite distributionspositive-definite functionsuniqueness of the extension

Mathematics Subject Classification ID

Trigonometric moment problems in one variable harmonic analysis (42A70) Positive definite functions in one variable harmonic analysis (42A82) Operations with distributions and generalized functions (46F10)

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• Two extension theorems for log-linear representations of positive probabilities
• Extension of positive definite functions and associated entropy. The multidimensional case
• A maximum entropy approach to the classical moment problem
• Extension of weighted positive-definite functions. One-dimensional case
• Extending positive definiteness
• On the structure of the maximum entropy extension
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• Parameterization of the extrapolations in the Kreĭn-Schwartz theorem and the entropy maximizer: the scalar case
• Trigonometric moment problems for arbitrary finite subsets of \mathbb Z^n
• Maximum-entropy distributions of nonnegative random variables with conditional-additive structure
• Distributional boundary values of analytic functions and positive definite distributions

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