Maximum entropy in the generalized moment problem

DOI10.1063/1.532651zbMath0930.44007OpenAlexW2091795608MaRDI QIDQ4701593

Aldo Tagliani, Marco Frontini

Publication date: 21 November 1999

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

Full work available at URL: https://doi.org/10.1063/1.532651

zbMATH Keywords

inverse problemprobability density functionmaximum entropygeneralized moment problem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Moment problems (44A60) Measures of information, entropy (94A17)

Related Items (4)

A note on the general moment problem ⋮ Solving the general truncated moment problem by the \(r\)-generalized Fibonacci sequences method ⋮ Complexity science of multiscale materials via stochastic computations ⋮ Numerical inversion of the Mellin transform on the real line for heavy-tailed probability density functions

Cites Work

• I-divergence geometry of probability distributions and minimization problems
• Convergence of Best Entropy Estimates
• On the application of maximum entropy to the moments problem
• Maximum entropy in the finite Stieltjes and Hamburger moment problem

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