Numerical aspects of finite Hausdorff moment problem by maximum entropy approach

Authors
Tagliani, A
Citation
A. Tagliani, Numerical aspects of finite Hausdorff moment problem by maximum entropy approach, APPL MATH C, 118(2-3), 2001, pp. 133-149
Citations number
15
Categorie Soggetti
Engineering Mathematics
Journal title
APPLIED MATHEMATICS AND COMPUTATION
ISSN journal
00963003 → ACNP
Volume
118
Issue
2-3
Year of publication
2001
Pages
133 - 149
Database
ISI
SICI code
0096-3003(20010309)118:2-3<133:NAOFHM>2.0.ZU;2-U
Abstract
Some numerical aspects of the finite Hausdorff moment problem in the framew ork of maximum entropy have been reviewed, as stability of Lagrange's multi pliers computation, entropy decreasing, averages estimate. Spectral propert ies of Hankel matrices have been considered, determinant and conditioning n umber have been estimated. Finally entropy estimate has been provided. (C) 2001 Elsevier Science Inc. All rights reserved.