ENTROPY-CONVERGENCE IN STIELTJES AND HAMBURGER MOMENT PROBLEM

Authors
FRONTINI M TAGLIANI A
Citation
M. Frontini et A. Tagliani, ENTROPY-CONVERGENCE IN STIELTJES AND HAMBURGER MOMENT PROBLEM, Applied mathematics and computation, 88(1), 1997, pp. 39-51
Citations number
6
Categorie Soggetti
Mathematics,Mathematics
Journal title
Applied mathematics and computation → ACNP
ISSN journal
00963003
Volume
88
Issue
1
Year of publication
1997
Pages
39 - 51
Database
ISI
SICI code
0096-3003(1997)88:1<39:EISAHM>2.0.ZU;2-6
Abstract
In the classical Stieltjes and Hamburger moment problem the sequence o f maximum entropy approximants, whose first M moments are equal to giv en ones, is considered. It is proved that whenever an infinite moment problem is determined, then maximum entropy approximants converge in e ntropy to the function characterized by given moments. Entropy-converg ence is proved by using exclusively existence and uniqueness condition s. (C) Elsevier Science Inc., 1997.