Real moments from moments and vice versa

被引：2

作者：

Tagliani, A ^{[1
]}

机构：

[1] Univ Trent, Fac Econ, I-38100 Trent, Italy

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2003年 / 145卷 / 2-3期

关键词：

directed divergence; fractional calculus; Hankel matrix; maximum entropy; Mellin transform; real moments; Stieltjes moment problem;

D O I：

10.1016/S0096-3003(02)00511-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Positive and negative real moments are calculated uniquely in terms of given moments, when the underlying Stieltjes moment problem is determinate. As well, under weak hypothese, moments are calculated from real moments. The approximate densities, which allow us to calculate real moments and moments reciprocally, are borrowed from maximum entropy or minimun directed divergence techniques. (C) 2002 Elsevier Inc. All rights reserved.

引用

页码：511 / 523

页数：13

共 8 条

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