MAXIMUM ENTROPY FOR REDUCED MOMENT PROBLEMS-Reference-Cited by-同舟云学术

MAXIMUM ENTROPY FOR REDUCED MOMENT PROBLEMS

Published:2000-10 Issue:07 Volume:10 Page:1001-1025
ISSN:0218-2025
Container-title:Mathematical Models and Methods in Applied Sciences
language:en
Short-container-title:Math. Models Methods Appl. Sci.

Author:

JUNK MICHAEL¹

Affiliation:

1. Fachbereich Mathematik, Universität Kaiserslautern, Postfach 3049, 67653 Kaiserslautern, Germany

Abstract

The existence of maximum entropy solutions for a wide class of reduced moment problems on arbitrary open subsets of ℝd is considered. In particular, new results for the case of unbounded domains are obtained. A precise condition is presented under which solvability of the moment problem implies existence of a maximum entropy solution.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0218202500000513

Reference14 articles.

1. Moment problems for compact sets

2. $I$-Divergence Geometry of Probability Distributions and Minimization Problems

3. On the existence of a class of maximum-entropy probability density functions (Corresp.)

4. Maximum entropy in the finite Stieltjes and Hamburger moment problem

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