Recovering a probability density function from its Mellin transform

DOI10.1016/S0096-3003(99)00211-8zbMath1024.65127WikidataQ127097542 ScholiaQ127097542MaRDI QIDQ5931703

Aldo Tagliani

Publication date: 25 April 2001

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

entropyLaplace transformMellin transformconvergencenumerical examplesnumerical inversion methodHamburger moment problemheavy-tailed distribution

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Numerical methods for integral transforms (65R10) Moment problems (44A60)

Related Items

Varying kernel density estimation on \(\mathbb R_+\), The partition function zeroes of quantum critical points, Statistical reinterpretation of dielectric relaxation models, Numerical inversion of the Mellin transform on the real line for heavy-tailed probability density functions, Numerical inversion of Laplace transform on the real line from expected values

Cites Work

• Entropy-convergence in Stieltjes and Hamburger moment problem
• Trasformata inversa di laplace per funzioni positive e problema dei momenti
• Maximum entropy in the Hamburger moments problem
• Differentiation Formulas for Analytic Functions
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