Maximum entropy in the Hamburger moments problem

DOI10.1063/1.530796zbMath0826.44004OpenAlexW2044378215MaRDI QIDQ4327232

Aldo Tagliani

Publication date: 5 April 1995

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.530796

zbMATH Keywords

inverse problemstochastic differential equationsinverse Laplace transformfinite Hamburger moments problemmaximum and entropy

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Laplace transform (44A10) Moment problems (44A60)

Related Items

MAXIMUM ENTROPY FOR REDUCED MOMENT PROBLEMS, Maximum entropy in the finite Stieltjes and Hamburger moment problem, Multivariate truncated moments problems and maximum entropy, Maximum entropy solutions and moment problem in unbounded domains, AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS, Recovering a probability density function from its Mellin transform, Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices, Entropy estimate of a probability density from its Mellin transform

Cites Work

• Linear systems and normality
• Information Theory and Statistical Mechanics
• On the application of maximum entropy to the moments problem
• On the application of maximum entropy to the moments problem