Entropy-convergence in Stieltjes and Hamburger moment problem

被引：29

作者：

Frontini, M

Tagliani, A

机构：

[1] Dipartmento di Matematica, Politecnico di Milano, 20133 Milano, Piazza L. da Vinci

来源：

APPLIED MATHEMATICS AND COMPUTATION | 1997年 / 88卷 / 01期

关键词：

D O I：

10.1016/S0096-3003(96)00305-0

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In the classical Stieltjes and Hamburger moment problem the sequence of maximum entropy approximants, whose first M moments are equal to given ones, is considered. It is proved that whenever an infinite moment problem is determined, then maximum entropy approximants converge in entropy to the function characterized by given moments. Entropy-convergence is proved by using exclusively existence and uniqueness conditions. (C) Elsevier Science Inc., 1997.

引用

页码：39 / 51

页数：13

共 6 条

[1] CONVERGENCE OF BEST ENTROPY ESTIMATES [J].