On the application of maximum entropy to the moments problem

Publisher Website
Google Scholar
Abstract
The maximum‐entropy approach to the solution of classical inverse problem of moments, in which one seeks to reconstruct a function p(x) [where x∈(0,+∞)] from the values of a finite set N+1 of its moments, is studied. It is shown that for N≥4 such a function always exists, while for N=2 and N=3 the acceptable values of the moments are singled out analytically. The paper extends to the general case where the results were previously bounded to the case N=2.

This publication has 8 references indexed in Scilit: