Indeterminate Hamburger moment problem: entropy convergence

DOI10.1016/J.SPL.2024.110155MaRDI QIDQ6580285zbMATH OpenFDO

Authors Pierluigi Novi Inverardi, Aldo Tagliani, Mariyan Milev

Publication date 29 July 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

momentsmaximum entropyentropy convergenceHankel matrixHamburger moment problem

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Moment problems and interpolation problems in the complex plane (30E05) Moment problems (44A60)

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Cites work

• scientific article; zbMATH DE number 3200861 (Why is no real title available?)
• A maximum entropy approach to the classical moment problem
• A proof of the generalized second limittheorem in the theory of probability.
• Density questions in the classical theory of moments
• Elements of Information Theory
• Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems
• Information Theory and Statistical Mechanics
• Krein condition and the Hilbert transform
• Stieltjes classes for moment-indeterminate probability distributions
• The moment problem

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