Maximum entropy in the Hamburger moments problem

DOI10.1063/1.530796MaRDI QIDQ4327232zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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

Cited in

(15)

• Recovering a probability density function from its Mellin transform
• Maximum entropy solutions and moment problem in unbounded domains
• Entropy estimate of a probability density from its Mellin transform
• Indeterminate Hamburger moment problem: entropy convergence
• AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS
• Hamburger moment problem and maximum entropy: on the existence conditions
• Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices
• scientific article; zbMATH DE number 4103682 (Why is no real title available?)
• Hausdorff moment problem and maximum entropy: A unified approach
• MAXIMUM ENTROPY FOR REDUCED MOMENT PROBLEMS
• On polynomial maximum entropy method for classical moment problem
• Maximum entropy in the finite Stieltjes and Hamburger moment problem
• Numerical aspects of finite Hausdorff moment problem by maximum entropy approach
• Multivariate truncated moments problems and maximum entropy
• On the five-moment Hamburger maximum entropy reconstruction

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