Recovering a probability density function from its Mellin transform

DOI10.1016/S0096-3003(99)00211-8MaRDI QIDQ5931703zbMATH OpenWikidataFDO

Authors Aldo Tagliani

Publication date 25 April 2001

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

Full work available at URL https://doi.org/10.1016/S0096-3003(99)00211-8

zbMATH Keywords

convergenceentropyHamburger moment problemheavy-tailed distributionLaplace transformMellin transformnumerical examplesnumerical inversion method

Mathematics Subject Classification ID

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

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Cites work

• Differentiation Formulas for Analytic Functions
• Entropy-convergence in Stieltjes and Hamburger moment problem
• scientific article; zbMATH DE number 425559 (Why is no real title available?)
• scientific article; zbMATH DE number 3241743 (Why is no real title available?)
• scientific article; zbMATH DE number 4184623 (Why is no real title available?)
• scientific article; zbMATH DE number 3107192 (Why is no real title available?)
• Maximum entropy in the Hamburger moments problem
• Trasformata inversa di laplace per funzioni positive e problema dei momenti

Cited in

(9)

• Entropy estimate of a probability density from its Mellin transform
• 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
• Statistical reinterpretation of dielectric relaxation models
• Recovering a distribution from its translated fractional moments
• scientific article; zbMATH DE number 1053917 (Why is no real title available?)
• Varying kernel density estimation on \(\mathbb R_+\)
• Recovery of functions from transformed moments: A unified approach
• The partition function zeroes of quantum critical points

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