Moment problem and entropy convergence: A unified approach

Moment problem and entropy convergence: A unified approach

The Hausdorff, Hamburger and Stieltjes moment problem and the sequence of maximum entropy (MaxEnt) approx- imates 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 Haus...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Milev, Mariyan, Tagliani, Aldo
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Convergence
Entropy
Maximum entropy
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Beschreibung
Zusammenfassung:The Hausdorff, Hamburger and Stieltjes moment problem and the sequence of maximum entropy (MaxEnt) approx- imates 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.
ISSN:0094-243X
1551-7616
DOI:10.1063/5.0041779