dorsal/arxiv
View SchemaHausdorff moment problem via fractional moments
| Authors | Pierluigi Novi Inverardi, Alberto Petri, Giorgio Pontuale, Aldo Tagliani |
|---|---|
| Categories | |
| ArXiv ID | physics/0207041 |
| URL | https://arxiv.org/abs/physics/0207041 |
| Journal | App. Math. and Comp. 144 (2003), 61-74. |
Abstract
We outline an efficient method for the reconstruction of a probability density function from the knowledge of its infinite sequence of ordinary moments. The approximate density is obtained resorting to maximum entropy technique, under the constraint of some fractional moments. The latter ones are obtained explicitly in terms of the infinite sequence of given ordinary moments. It is proved that the approximate density converges in entropy to the underlying density, so that it demonstrates to be useful for calculating expected values.
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"abstract": "We outline an efficient method for the reconstruction of a probability\ndensity function from the knowledge of its infinite sequence of ordinary\nmoments. The approximate density is obtained resorting to maximum entropy\ntechnique, under the constraint of some fractional moments. The latter ones are\nobtained explicitly in terms of the infinite sequence of given ordinary\nmoments. It is proved that the approximate density converges in entropy to the\nunderlying density, so that it demonstrates to be useful for calculating\nexpected values.",
"arxiv_id": "physics/0207041",
"authors": [
"Pierluigi Novi Inverardi",
"Alberto Petri",
"Giorgio Pontuale",
"Aldo Tagliani"
],
"categories": [
"physics.data-an",
"cond-mat.stat-mech",
"physics.comp-ph"
],
"journal_ref": "App. Math. and Comp. 144 (2003), 61-74.",
"title": "Hausdorff moment problem via fractional moments",
"url": "https://arxiv.org/abs/physics/0207041"
},
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