Indeterminate Hamburger moment problem: entropy convergence

DOI10.1016/J.SPL.2024.110155zbMATH Open1543.6002MaRDI QIDQ6580285FDOQ6580285

Authors: Pierluigi Novi Inverardi, Aldo Tagliani, Mariyan Milev 

Publication date: 29 July 2024

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

Recommendations

• Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems
• Entropy-convergence in Stieltjes and Hamburger moment problem
• Maximum entropy in the Hamburger moments problem
• Hamburger moment problem and maximum entropy: on the existence conditions
• scientific article; zbMATH DE number 1330276

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)

Cites Work

• Elements of Information Theory
• Information Theory and Statistical Mechanics
• Title not available (Why is that?)
• Density questions in the classical theory of moments
• Stieltjes classes for moment-indeterminate probability distributions
• Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems
• A proof of the generalized second limittheorem in the theory of probability.
• The moment problem
• Krein condition and the Hilbert transform
• A maximum entropy approach to the classical moment problem

This page was built for publication: Indeterminate Hamburger moment problem: entropy convergence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6580285)