Moment Problem and Entropy Convergence: A Unified Approach

被引：0
|
作者：
Milev, Mariyan [1 ]
Tagliani, Aldo [2 ]
机构：
[1] Univ Food Technol, Dept Math & Phys, Plovdiv 4002, Bulgaria
[2] Univ Trento, Dept Econ & Management, I-38100 Trento, Italy
来源：
APPLICATIONS OF MATHEMATICS IN ENGINEERING AND ECONOMICS (AMEE20) | 2021年 / 2333卷
关键词：
MAXIMUM-ENTROPY; HAMBURGER;
D O I：
10.1063/5.0041779
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The Hausdorff, Hamburger and Stieltjes moment problem and the sequence of maximum entropy (MaxEnt) approximates with given moments are considered. Thanks to MaxEnt formalism it is proved, through a unified procedure, MaxEnt approximate converges in entropy to the unknown distribution when the Hausdorff, Hamburger or Stieltjes moment problem are determinate and the underlying distribution has finite or (minus) infinite entropy.
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页数：4
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