Hausdorff moment problem and fractional moments

DOI10.1016/j.amc.2010.04.059zbMath1198.44005MaRDI QIDQ984383

Aldo Tagliani, Henryk Gzyl

Publication date: 19 July 2010

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

Full work available at URL: https://doi.org/10.1016/j.amc.2010.04.059

zbMATH Keywords

maximum entropy; ill-conditioning; Hankel matrices; fractional moments; Hausdorff moment problems; integer moments, centered moments

Mathematics Subject Classification ID

44A60: Moment problems

Related Items

Moment information and entropy evaluation for probability densities, Hausdorff moment problem and fractional moments: a simplified procedure, Varying kernel density estimation on \(\mathbb R_+\), Reconstruction of conditional expectations from product moments with applications, Determination of the distribution of total loss from the fractional moments of its exponential, Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments, Fractional Moments and Maximum Entropy: Geometric Meaning, Inference Problems Involving Moment Determinacy of Distributions

Uses Software

• MPFUN

Cites Work

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• The truncated Stieltjes moment problem solved by using kernel density functions
• Hausdorff moment problem: Reconstruction of distributions
• Hausdorff moment problem: reconstruction of probability density functions
• Hausdorff moment problem and maximum entropy: A unified approach
• Spectral properties of Hankel matrices and numerical solutions of finite moment problems
• Recovering a function from a finite number of moments
• Maximum Entropy Density Estimation from Fractional Moments
• Small Eigenvalues of Large Hankel Matrices
• Geometry of moment spaces